If I remember, OE6 uses the restricted zone (IE security zones under internet options) by default, this is not necessarily a bad thing, tends to help prevent some malware (virus, worms, et al), from running...I don't think it would be a good idea to change that setting for all your email in general...
Does the page actually display? and is ther anything wrong with it?
Also I would contact the sender about the possibilty of updating or signing their activeX controls...(because in the restricted zone unsigned activeX is not allowed to run...), or to switch over to a plain-text format....
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Celts are the men that heaven made mad, For all their battles are merry and their songs are all sad.