HELP! Active X Controls/Flash popups SOS!!!!

[NOT Jixby Phillips]

So every now and again I used to get annoying flash popups, you know the kind... The ones that aren't like in a regular browser window and usually the "Close" button is within the popup and sometimes you have to wait for it to play out before you can close it!! SO ANNOYING! Anyway... Ever since my last WINDOWS update it's been doing something else... A system notice or whatever will po up saying "Your current security settings prohibit running ActiveX controls on this page. As a result, the page may not display correctly." and a button to click "Okay" When I click the button, a SHADOW of the flash ad (like when a picture is loading but doesn't load) comes up, but doesn't load, and it STAYS THERE and theres no way to get rid of it! and it stays on the screen no mater what, if i close the browser, if i open up another program... etc!

HELP!! How do I get rid of this! lately I just don't click "Okay" when the system notice comes up... but I can't leave it there forever!