Can somebody advise me of how i can install the active X objects please or how to sort out the problem... 'messenger games require ActiveX 2 objects missing  . ..

I want to play a game on MSN  but everytime I want to it says "ActiveX objects missing and I can't find out how to install it or where to download it from. Please help me.s  It also keep on telling me to instal windows live I did but the games are not working

I did go al the security setting nothing seems to work.     Thank you Pieternel