Microsoft Knowledge Base Article 922659 contains the following introduction:

Microsoft Windows XP Service Pack 2 (SP2) and Microsoft Windows Server 2003 Service Pack 1 (SP1) add a new feature to Microsoft Internet Explorer 6: the information bar. The information bar is a gold bar that appears just under the address bar. The information bar provides information about downloads, blocked pop-up windows, potential security risks, and other activities. The information bar feature includes the ActiveX control auto-blocking feature. This feature uses the information bar to ask you whether you want to install an ActiveX control. Under certain conditions, an ActiveX control may be downloaded two times when you visit a Web page that includes the control.