You can do this in the following way:

Internet Explorer (6.0)

• Select Tools from the top menu.
• Choose Internet Options.
• Click Security.
• Click Custom Level.
• Scroll down till you see section labeled Scripting.
• Under Active Scripting, select Enable and click OK.

Internet Explorer (7.0)

• Select Tools > Internet Options.
• Click on the Security tab.
• Click the Custom Level button.
• Scroll down to the Scripting section.
• Select Enable for Active Scripting and Scripting of Java Applets.
• Click OK.
• Select YES if a box appears to confirm.
• Click OK. Close window.
• Reload page.