If you want the ActiveX control to install automatically instead of prompting you, you can make the following adjustments.
Go to Tools, Internet Options, Security tab, then click the "Custom level ..." button. Enable the option "Automatic prompting for ActiveX controls" .
The next time you go to the NetDocuments login page, you will be prompted with an install dialog. You can choose to always allow NetDocuments to install.
After that, you will not see this dialog in the future when a new ActiveX is released. Instead, it will just install the new ActiveX automatically whenever one becomes available.