Hi Leo,
Could you please include a link(s) (copied from the IE Address bar) to any website you are having problems with, in your questions. This will enable us to visit the sites to make some tests and guesses.
Protected Mode, on Win7 forces the IE tab process to use a x64 process, so x86 activex controls will not run and are blocked.
For IE11/Win7 there is also ActiveX filtering which will stop x86 or x64 ActiveX controls from running.
IE11 also has depreciated the ActiveXControl object which some sites may use for feature detection. From memory, I don't think IE9 had ActiveX filtering, but there are Addons for all versions of IE (Flash block for example) that have a similar functionality.
Use Tools>Manage Addons>Show all Addons to locate and find the properties of your installed ActiveX controls and whether or not they have been disabled.
So I await your re-post with some sample web addresses where the problem is occurring.
Also, the first step in troubleshooting web browser issues is to test in noAddons mode