You can still screw up your computer after you install Windows XP Service Pack 2.
Web sites might ask permission to install “ActiveX Controls” or other kinds of programs. Trustworthy web sites can use ActiveX controls to offer valuable services; you should trust them and follow their instructions.
Bad people will make bad programs look friendly, or they’ll try to confuse you. Here’s a screen shot of a web site asking permission to install an ActiveX control after SP2. It might be a harmless file viewer or game. It might be spyware that will log your keystrokes, send your credit card numbers to the Russian mafia, and fill your computer screen with child pornography popups. Please, please, don’t do it!
If you’re not sure, don’t agree to install unknown programs on your computer.