Running ActiveX Documents(.VBD files)

I have a small problem regarding my VB application. I created an ActiveX exe application.My application consits of 5 activx docments which are by default laoded in an Internet explorer.(.VBD files)My application is running fine from the applications folder. But if i copy the files to some other machine , and when i try to open the .VBD files it is showing the following prompt
"File Download .
Opening file DocumentName.VBD. What would you like to do with this file? Open it or save it to disk?"

Could u please suggest me how to open the .VBD files in another computer.

Thanks in advance
Regards
Dhanya