You might try checking your security settings.
Tools > Internet Options > Security (tab)
You may see that your Internet Security settings are set to not allow ActiveX controls. If that's the case, and you want to maintain high security, try this:
Tools > Internet Options > Security (tab) > Trusted Sites (green check mark) > Sites (button) > Add this website to the zone:
Type in: "http://*.live.com" and press the "Add" button.
All the live.com sites will now be trusted sites. Alternatively, you may prefer to just add your workspace URL. Close the add sites dialog box, and then look down about halfway on the "Security" tab to see what settings have been enabled for the Trusted Sites zone.
If you see custom settings, you won't be able to tell from there how ActiveX has been setup in your Internet Options.
Click on the "Custom level..." button
Scroll down until you see the ActiveX section. The two you are probably most interested in are:
"Download signed ActiveX controls" and
"Run ActiveX controls and plug-ins"
Click either the "Enable" or "Prompt" radio buttons, depending on your preference and level of trust.
Hopefully, that will work for you. Good luck!
PS - I suppose I shouldn't assume it, but this will only work with Internet Explorer (or Firefox if you have installed the "IE tabs" plugin, which is really running IE inside a Firefox window, so it still only works in IE.