Someone at ubuntu forums says that ie4linux works with ActiveX. See this link: http://ubuntuforums.org/showthread.php?t=743262
and here you can find more http://www.gagme.com/greg/linux/activex-linux.php you might be lucky and you may not. But if you want to save time, I will suggest VirtualBox or VMWare. There it will definitely work.
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