That has a lot to do with the security setting in the IE options. Once you open the "tools" dropdown menu you will find the options link at the bottom. On the next screen you see several tabs with one being for security settings. There are four different sections to go through when trying to see any changes made. Internet, Local Intranet, Trusted Sites, and Restricted sites are clearly seen there where enabling things like "download unsigned active X controls" will offer the three choices of disabled, enabled, and prompt.
You may even have to install the latest version of Java if those settings are not set too high. But that is also a little safer! Considering the amount of time that IE 6 has been used compared to the short lives of previous versions like IE 5.5, 5.0, 4.0 IE 7 was well overdue. You'll find even more sites see blocked pictures and ads with the inceased level of security at the default settings.
