ActiveX is not supported by Firefox. It is a proprietary spec from Microsoft. If the site requires it you need to use IE

To state this more clearly:

ActiveX is a technology created and owned by Microsoft. It only exists in Microsoft Windows, and no one else can use it (e.g. Mac, Android, etc). If a site requires ActiveX, it means they are actively excluding everyone except users of Internet Explorer. How rude!

However, Windows users can install third-party add-ons that allow Firefox to run ActiveX controls. One of them is at http://code.google.com/p/ff-activex-host/

http://code.google.com/p/ff-activex-host/

Not really for the end user, though. The intended crowd of this plugin are web application developers who need to embed into their application content that requires native code, and (1) already have an ActiveX control that fulfills their needs, or (2) don't enjoy writing the same code twice and want to reuse the same piece of code in Firefox and IE. The plugin registers its own MIME Type - meaning that currently web pages need to be written with this plugin in mind. It does not work transparently in sites that use ActiveX objects.