What is ActiceX that keeps showing up on my computer?

Something is wrong. ActiveX is part of Windows, it allows for data to be moved between applications. If is not working right, you cant do that. You will need computer help to correct it.

Now if you are getting warning messages, it could be activeX is not working right, or your computer is under attact by someone trying to get control of your computer.
I recommend you take the computer to a repair shop first.