ActiveX opt-in prompt must be disallowed.
This policy setting allows you to turn off the ActiveX opt-in prompt. The ActiveX opt-in prevents Websites from loading any COM object without prior approval. If a page attempts to load a COM object that Internet Explorer has not used before, an information bar will appear asking the user for approval. If you enable this policy setting, the ActiveX opt-in prompt will not appear. Internet Explorer does not ask the user for permission to load a control, and will load the ActiveX if it passes all other internal security checks. If you disable or do not configure this policy setting the ActiveX opt-in prompt will appear.
How this relates to the STIG checklist: STIG vs SCAP benchmark.