Unsigned code is potentially harmful, especially when coming from an untrusted zone. This policy setting allows you to manage whether users may download unsigned ActiveX controls from the zone. If you enable this policy setting, users can run unsigned controls without user intervention. If you select 'Prompt' in the drop-down box, users are queried to choose whether to allow the unsigned control to run. If you disable this policy setting, users cannot run unsigned controls. If you do not configure this policy setting, users cannot run unsigned controls.
Set the policy value for Computer Configuration -> Administrative Templates -> Windows Components -> Internet Explorer -> Internet Control Panel -> Security Page -> Internet Zone -> 'Download unsigned ActiveX controls' to 'Enabled', and select 'Disable' from the drop-down box.
The following resource is also helpful.
This security hardening control applies to the following category of controls within NIST 800-53: System and Communications Protection.This control applies to the following type of system Windows.