ActiveX is (among other things) used to run JScript in the browser. JScript can be viewed as a super set of JavaScript and will allow you to interact with the file system and such.
I've seen code (and still have the mental scars) that used VBScript on the client to open a database connection directly from the web client to the DB server - including the database username and password in the client code (this was, of course "sa").
well, at least they didn't have to provide a password. embedding a password in the client code would have been insecure! ;)