This issue occurs after you install security update 3058515 MS15-056: Cumulative Security Update for Internet Explorer.
Known issues in this security update
To protect users against potentially unsafe ActiveX installers, the update installer is expected to fail under certain conditions on the following platforms:
Internet Explorer 9 running on Windows Vista and Windows Server 2008
Internet Explorer 8 running on any operating system
Internet Explorer 7 running on any operating system
On these platforms, you can expect ActiveX installations to fail if you are using a non-administrator account that has protected mode enabled.
To resolve this issue, install the most recent cumulative security update for Internet Explorer. To do this, go to Microsoft Update. Additionally, see the technical information about the most recent cumulative security update for Internet Explorer.
Note This update was first included in the Description of the security update for Internet Explorer: July 14, 2015 (MS15-065).
To work around this issue, add the site to the Trusted sites list, or use the Run as administrator option to start Internet Explorer, and then install the ActiveX control.
If you install ActiveX on a per-user basis, the ActiveX installation may fail for the same reasons on all platforms, including Internet Explorer 10 and Internet Explorer 11. In this scenario, you can use the same workaround as described in the Workaround section.
Note The restriction for the per-user installation will not be changed in later Cumulative Internet Explorer Update.
Microsoft has confirmed that this is a problem in the Microsoft products that are listed in the "Applies to" section.
See the terminology that Microsoft uses to describe software updates.