Windows Vista - Adobe Flash

I have Windows Vista and cannot save any of my security settings to download Adobe Flash.  When I change my setting to enable Active X controls, it automatically defaults to the disable mode afterward.  Because of this, I cannot even downloaded the simplest of files on my computer though I enabled this as well.  The information bar does not appear on the screen when I try to download Flash as well.  Any help would be appreciated.  I've spent hours trying to fix this with nothing.

Hi Aimee,

Are you an administrator on the PC? Have you tried running the internet option shortcut with administrator privilidges...

Thanks
Ravinder