excess defense

when i try to download a microsoft program i add http://www.microsoft.com/downloads/ to my trusted sites, i uncheck ' enable protected mode', i enable all active x controls and all risky holes in the browser security settings, and i'm logged as administrator, but when i try to install the Genuine Windows Validation Component necessary to install the active x controls i still see that the site 'has been restricted from showing certain components'
so, please, help me