What Should I Do Ie 8/9 Restrict The Javascript Files Of Local Html Pages?

These are security restrictions, based on end user decisions...In other words you have to tell to your end user to change the security settings to let your page work as expected...
Two little things:
1. JavaScript is enabled by default, so there may be an other problem of wrong link or JavaScript error that renders it useless
2. Do not use ActiveX, even Microsoft banned it...