You can configure your Outlook Express to disable such behavior, by setting the security
setting to the profile called Restricted Sites (Which by default has ActiveX and more disabled).
Even though Microsoft states that it will get less functional then the extra security is better.
To change to a higher security level in OE, go to menu "Tools" and select "Options"
then select the fan "Security" and set the Security Zone to "Restricted Sites"
To make sure that the security zone "Restricted Sites" is properly configured, go to the
Control Panel and select "Internet Options" and select the fan "Security" there
you can configure the security zone "Restricted Sites".
More Info MS KB192846