I am trying to write my first activeX object to be called from within
Internet Explorer (v6)

I am writing it using visual studio, in C++.

I assumed that if the activeX object is already registered on my
computer, and its is marked in the registry as "safe for initializing"
and "safe for scripting" as laid out on the article

http://msdn2.microsoft.com/en-us/library/ms974305.aspx,

then I should be able to run a page accessing this object, without
getting security warnings from the browser.

But so far, no luck - the security toolbar is still popping up with
"To help protect your security, Internet Explorer has restricted this
file from showing active content that could access your computer.
Click here for options..."

Is there something else that I need to do? Is there a mistake in my
assumptions?