ActiveX is not a programming language, but rather a set of rules for how applications should share information. An ActiveX control can be automatically downloaded and executed by a Web browser. Programmers develop ActiveX controls for many things and in a variety of programming languages.
An ActiveX control is similar to a Java applet. Unlike Java applets, however, ActiveX controls have full access to the Windows operating system. This gives them much more power than Java applets, but with this power comes a certain risk that the applet may damage software or data on your machine. To control this risk, Microsoft developed a registration system so that browsers can identify and authenticate an ActiveX control before downloading it. For this reason, maintaining the default Internet Explorer security settings, at the very least, is recommended.