Active X is a Microsoft proprietary technology. Any web site that uses Active X will only work with Windows IE. There are no other options available. The internet was designed to be completely open without regard to operating system or computing platform. Microsoft chose to ignore that design because, well, it could.
One option would be to run Windows IE in some emulation mode (Virtual PC or Parallels (for Intel based Macs)). Another option would be to demand that the web site operators use accepted open web standards on their site instead of proprietary technology. Good luck.
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