Flash.ocx - wtf is it, and do I need it?

[Jel]

Keep crashing on the board every now and then - well a lot actually lol
Get an error dialogue box appear stating that windows has encountered a problem with the file flash.ocx
What is it? attempts at googling leave me confused as to whether I need to download it or disable it. I'm guessing it's for the flash banners that appear here, so I need it, anyone able to confirm that? And tell me a good place to download from? I went to macromedia's site the other day to install the flash player but I'm guessing I've done something wrong. I didn't get the usual 'save or run' box, just a 'download successful' which I thought woould solve the problem but hasn't done so.
Help very much appreciated