ActiveX controls not working in IE8

Internet Explorer blocked ActiveX control downloads for trusted sites even after the following changes in IE8.

1. Added my site as Trusted site.
2. Went to Tools – Internet Options – privacy – unchecked "turn on pop-up Blocker".
3. Went to Tools – Internet Options – security (tab) – Trusted site and internet and local internet

And I made the following changes:

1. Allow previously unused ActiveX control to run without prompt …* – Enabled
2. Allow Scriptlets – Enabled
3. Automatic prompting for ActiveX controls – disable
4. Binary and script behaviors – Enabled
5. Download signed ActiveXC controls – Enabled
6. Download unsigned ActiveXC controls – Enabled
7. Initialize and script ActiveX controls not marked as save for…* – Disabled
8. Only allow approved domains to use ActiveX without prompt – disabled
9. Run ActiveX controls and plug-ins – Enable
10. Script ActiveX controls marked safe for scripting* – Enabled
11. Downloads – Automatic prompting for file downloads

After I made this change, still IE blocked me to download ActiveX control and show the pop-up in the top of the website..
So any one please help me to fix this issue.

Thanks in advance.