In this case, you may have added a Trusted Site, but when you change the Activity option, you will change it to "Active on the INTERNET or local INTERNET". You should also customize the level in the trusted site and change the activity to prompt or enable. Open the Internet option (in the control panel or directly open IE browser, click Tools-Internet Options), add the site to the trusted site, and then select it under "Trusted Sites".

Custom Level-Download unsigned activities and change them to prompts. Reuse and start the browser.