IE is not in the add/remove programs list because it is an intergral part of Windows. To remove it you have to go to Control Panel>Add/Remove Programs>Add/Remove Windows Components (On the left of the window) and remove it from there.

To reset your security level on IE go to Tools>Internet Options>Security then select Custom Level and at the bottom of the window is a drop down which says "reset to level:". Just select the level you want to reset your browser security to (medium would be recommended.)

Have you tried another browser? If not I would recommend trying Firefox. Just click my signature below to be taken to the Firefox website.

activeX issue
 

If I remove the IE in Components, how do i get it back?

Just tick the check box again to install IE in the same window you used to remove it (you may need the original Windows CD for this, but I wouldn't have thought so) Have you reset the security settings and tried another browser?