Problem with ActiveX control on web page

Sometimes this happens, sometimes it doesn't. I have written a web app that contains a few activex controls.

The controls have been signed, and I have put my web app as a trusted site. But when I try to open the page with the ActiveX control, I get a popup saying,

"An ActiveX control on this page is attempting to interact with this page. It may not be safe to allow this interaction. Do you wish to allow this interaction?"

Now this only happens on the local PC serving the web app. Other remote PC's open the control perfectly without the popup. But only on the server does this popup appear!

Why?