ActiveX information bar not showing up

It seems that when I try to download something (like macromedia flash player) Windows blocks the running of the ActiveX but the information bar doesn't come up up to allow me to choose to run the ActiveX control.  This seemed to have started a couple of days ago.  Did I change a setting?  Under internet options I restored defaults.  That didn't help.  I also used system restore to go back to a date before I recall the problem happening.  That didn't help.  Can you help, please?

Thank you.