SharePoint sites normally have a 'Name ActiveX Control' used to communicate you're online presence back to the Office system.  If you've ever seen a site where it shows you who is 'online' and who is 'offline' then know that this is the mechanism that marks someone as being 'online'.  That is all fine and well for internal application, but it kinda sucks for public facing sites because users are asked to install some weird ActiveX control that they know nothing about.  I find it particularly odd that it's included on the default publishing site.  Whatever.  Fixing it should be relatively easy because there is a knowledge base article outlining what to do:

Knowledge Base Article 931509

Unfortunately, that only gives you part of the solution.  It basically tells you to comment out two function headers in the init.js file.  If you follow the instructions in the Knowledge Base article exactly, you'll see a little JavaScript error notification when you refresh the page.  Probably because, now, let me guess . you commented out a function header without commenting out the rest of the function?  Also note that one of the functions you commented out gets called later, which is a bit of a syntactical no-no in just about every language of which I can think.

So, if you want to avoid the 'Name ActiveX Control' message on your SharePoint site AND have it work correctly (novel idea), you need to entirely comment out both functions, and comment out any references to those functions anywhere else in the JavaScript file.