Here are a couple of thoughts that might be applicable. They are not necessarily exclusive of each other.
1. If the object being accessed via OLE is remote rather than an app local to your system, then check your internet zone settings to assure that the system holding the object is considered "Trusted." Although normally this only applies to Internet Explorer access, MS has so deeply integrated their code that it might carry over. So try to look at the security settings on your system. On IE, you would follow path Tools (menu bar) >> Internet Options (drop-down) >> Security (tab on a dialog box).
2. If you don't know whether you are in a Windows domain, ask your supervisor or department manager. If so, find out who your domain manager is and ask that person if a Group Policy including the "block scripting" policy has been propagated to your workstation. Some domain managers get pretty tight about things like that. Rightfully so, but if it is internal to your company, maybe it is TOO tight and you guys need to discuss it.
3. Other packages than Norton will perform script blocking. For instance, I believe this is available in McAfee, Black Ice/Zone Alarm, and the Symantec product used for anti-viral protection. The KB article called out Norton but there must be half-a-dozen products more or less equal to Norton that could also do this to you.