Once you “Click here for options...” you will see the following options:

My web site uses ActiveX for the menu system. Once you click “Allow Blocked Content...”, you will see the menu system for my web site under the top banner. I assure you, I have neither the knowledge to access your computer using ActiveX controls, nor do I know what I would do with your computer if I did access it. So feel safe in clicking “Allow Blocked Content...”. Once you do, you may get the “Security Warning” dialog box below:

Just know that I come in peace. Nothing bad will happen if you allow the ActiveX controls to work on my web site.