Its probably a third part ad. And i dont see this as a justification for asking me to use Firefox :P I prefer IE. (let's not start that one again).
But the fact is, I wouldnt expect any major ISP's portal site to want to install anything automatically (activex) on my PC. It just shouldn't be allowed.
It probably is harmless, but its something... i wish IE told you the name of the activex file/program that was attempting to install itself.