Internet Explorer and the Active-X warning

[BBbad]

I have a site here in which I have a couple of flash movies that need to download before playing. I used a pre-loader to hold off the playback until it is all downloaded. In the pre-loader I used the flash function getBytesLoaded() command. Is this the command the offends Internet Explorer? How else would I write the preloader?

Here is the code I used:

play();
var frames_loaded = _root.getBytesLoaded();
var frames_total = _root.getBytesTotal();
var countD = Math.round(10-(frames_loaded/frames_total*10));
if (countD == 0) {
countD = "1";
}
trace("frames_loaded = "+ frames_loaded);
trace("frames_total = "+ frames_total);
trace("countdown= "+_root.countdown.text);
if (frames_total == frames_loaded) {
_root.countD = "1";
trace("total frames loaded");
gotoAndPlay(3);
} else {
_root.countdown.text = countD;
}