IE doesn't let me download files such as "java machine".It says I should click on a y

I once clicked on the yellow bar, days back. But I still get this message with no yello bars avaliable.

Here's the message:

We encountered an issue while trying to automatically install Java software onto your machine.

If you encounter an error, check the top of the browser (see image above) for a yellow bar that reads "This site might require the following ActiveX control: J2SE Runtime Environment 5.0 Update 10 from 'Sun Microsystems, Inc.'. Click here to install..." Click the yellow bar and choose "Install ActiveX Control..." to allow installation to proceed.

IE doesn't let me download files such as "java machine".It says I should click on a yellow bar.?windows media player 10

ya... u hafta install Active X Control on2 ur cpu.... i dunno if that pop-up will help u install it... or where u could git it..... but i DO kno that u need 2 install it 2 ur cpu... cuz i used 2 hav tha same thing