not to sure what your problem is - but i use firefox, and seem to have no problems in closing the browser, or logging out. frankly i have no real idea about what is what, but does activ x have something to do with java, or java script, or macromedia flash???? if so, then use "noscript" as an extension in firefox -
how about trying the "offbyone" browser - i just checked it out, and that has no problems in closing