Problem with Protected mode on

Hi,
i have an ActiveX application that works fine on browsers with protected mode off, but when protected mode is turned on, the application comes up but all the keyboard inputs are not shown and some of the dialogs are blocked from showing up. Can someone suggest any solution, not sure what is going on here

Thanks for your reply, but i have all ActiveX controls set to Prompt / Enable
Also, in Protected mode turned off, application works properly.

Problem is only when protected mode is turned on