When you access any site that uses ActiveX controls, you need to approve their installation. This is an important security measure that has been added to recent version of IE (from v7 and later). Under 8, ActiveX is even more restricted. However, all that should be required is to approve the installation of the "XSComponentCheck.cab" file when entering the Component Check dialog, as shown in the sequence of screen shots below.
After approving any Vista/Windows 7 UAC approval prompts that may pop up (N/A on XP), you will then be able to check on your components. You may need to mouse over and click in the "Current Install Status" area before the ActiveX control will actually start:
Installation of the Adobe component should follow the same procedure as it did under IE7. Click the computer/disk icon next to the component that you wish to install, and appove the "File Dowonload" when prompted:
Let the component download:
Then allow it to run:
And then step though the annoying installer:
Voila... the component is installed on an "unsupported" browser on an "unsupported" operating system:
You should now be able to view/print PDF files without having Adobe Reader installed.