The important thing the site is looking for is 'Macromedia Flash Player 8' not Active X. However it is good to mistrust auto downloads, because although Flash is a standard add on, there is always a possibility that this is being poped by someone else and they are hoping you will download their software/dialler/virus thinking it is Flash. If you want to install a Flash player on your browser it is best to go to their site directly and install from there rather than following the link on any pop ups.
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