Usually mail websites do not use activeX. You should avoid using such websites. However, it seems you are using IE. Go to Tools- Options, Go to the Security Tab and choose Default Level for the Internet Zone. That should prompt you for a question to "Run the ActiveX" instead of blocking it. Be careful with allowing ActiveX controls. They could be malicious.
Sony Xperia Z5 review: Hands-on with the phone which the Z3+ should have been