Isn't javascript disabled when using enhanced security configuration?
Then if you only want to display a message to the user, simply display a message in normal html and hide it with javascript so only users without javascript will see it. If you need to handle it on the server side (e.g. outputting a differerent version of your website) simply include javascript to redirect users to your javascript enabled version. Users without javascript will remain on the non-js page.
If only scriptable activex are disabled, the same method applies, simply insert a activeX and try to "script" it, if it fails you can redirect, show a message etc.
The above of course doesn't detect enhanced security configuration per se, but the symptons that occur when it is enabled. So it probably wouldn't be able to distinguish between users with using enhanced security configuration and users that simply have JS/ActiveX disabled or use a Browser that doesn't support scripting in the first place.