Problem downloading the ActiveX component

[Sentential]

On a certain site, where I am trying to view the system requirements or FarCry 2, there comes a popup above that says I should allow "ActiveX".

And I do so, but then comes this error:

Error: There was a problem downloading the ActiveX component. One of the following happened.

1. You did not give your permission to download the ActiveX component (sysreqlab.cab from Husdawg, LLC).
   If so, you can start over (you will have to close the browser and start over), run this service again and give your permission.
   
   
2. Your browser settings do not allow browser plug-ins to be installed. You can change your settings and try again.

Someone who know what I should do in order to use the page?

[Trio]

Is it Vista?
You must have admin rights to do so.

[Sentential]

Yes it is vista
Has even done the overall settings etc.
But how do I know if I have admin rights or not?

[deveritt]

Try right-clicking on the browser shortcut, is there a place that says "Run as administrator"?
If yes, then you have admin rights.