How Make a ActiveX Control safe for Initalization and for scripting

I make a ActiveX Control by Visual C++6.0 and I need to use it within IE and need Intialization and scripting, everytime I run it, IE will popup a warning dialog, how to avoid it? thanks

I think you need to get it registered by buying a license or something.

I found a sample in active SDK that can make a Control Safe, but when I use it, I find that only windowsNT or windows9X that installed DCOM can install and run the ActiveX Control.