Confluence Wiki Office-Connector Plugin: Problem when Using IE

We have experienced problems, on some of our computers, when trying to use Office Connector plugin with IE.  Office Connector is a plugin that allows to easily edit an attached office document in its native editor, whether MS Word, Excell or OpenOffice Writer or some other. In Firefox, it works very well, once you install the add-on.  But in IE, it displays a message:

Unable to create an ActiveX object to open
the document. This is most likely because
of the security settings for your browser.

Notes:

• The SharePoint.OpenDocuments ActiveX class is installed as part of MS Office, as part of Office Tools. The problem is not related to the IE version (both, IE6 and IE7 sometimes worked and on other computers didn't).
• If you try to open for edit a document attached to a confluence page, the above class gets loaded into IE, and can be found in the list of loaded IE extensions.
• To verify that it's installed correctly on your machine, run the script
  WScript.Echo "About to create an new SharePoint.OpenDocuments.1"
  dim obj
  set obj = CreateObject("SharePoint.OpenDocuments.1")
  WScript.Echo "Finished"
  
• After tweaking the existing versions of the MS Office on the machine, it started working.