I am afraid that is not possible :( That is there with the browser, you can't control it programatically.
I had created a vbscript code to disable that from registry in old WIN98 days but I belive it won't work now:
Sub DisableActiveXWarning ()
Dim SHL
Dim sReg
Set SHL = CreateObject ("WScript.Shell")
sReg = "HKCU\Software\Microsoft\Windows\CurrentVersion\Internet Settings\Zones\0\1201"
If SHL.RegRead (sReg) = 0 Then
MsgBox "ActiveX Warning is already disabled!",vbExclamation
Else
SHL.RegWrite sReg,0,"REG_DWORD"
If SHL.RegRead (sReg) = 0 Then
MsgBox "The ActiveX Warning was successfully disabled.",vbInformation
Else
MsgBox "An unknown error has occured !!",vbCritical
End If
End If
Set SHL = Nothing
End Sub