ActiveX control is required to view this page.

I have a user experiencing a bizarre issue with Active X. They are trying to connect to a VPN and it is stating it needs to install some controls. It goes ahead and installs them. And then it will loop through the installs again. If you can get through the loop, it states ActiveX control is required to view this page. When you check the IE add-ons, there are no controls to activate even though they have installed, serveral times after the loop. Can someone assist?