No Viewer - MS ActiveX???

Help! I'm trying to download limewire 2.4 (the free version) and when I get to the point of downloading, an error message comes up saying the following:
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Error Locating Object Handler
There is no viewer available for the type of object you are trying to open. The following information is available about this object:
Address of object: http://www.www9.limewire.com/download/LimeWireWin.exe
Content Type: application/octet-stream
Possible location of viewer: Microsoft ActiveX Gallery
Do you want to go to this location to download a viewer for this type of object?
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The problem is, I have no idea what I'm looking for or what I need to do. Can anyone help me???