ActiveX has it's own problems. As demonstrated by the Chaos Computer Club in Germany, ActiveX can be used to steal money out of unsuspecting users bank accounts. The full story can be read here . Even if you don't use PC-based banking, you should read this. Chaos used an ActiveX control to make Intuit's Quicken transfer money between bank accounts without the end-user be aware of the transfer until they discover the money is gone.
Cookies are small text files that are sent to web browsers by web servers.
The main purpose of cookie files are to identify users and to present customized information based on personal preferences. There is a good body of literature on the Internet about cookies. Despite what you may have read or heard, most people, including myself, do not view cookies as any kind of a security threat. I don't think this is a good idea. By rejecting cookies, your browser may not display the entire page or the site may not function as intended.