Why doesn't Adobe Flash Work? No red x, just a blank area

I am running Windows Vista Home Premium SP2 and have IE 9 installed.  Flash has not been working for a long time.  I uninstalled it and reinstalled, it is Adobe Flash Player 11 ActiveX.  I've read all the forums and tried those solutions such as managing the shockwave addon, etc.

Following the directions from this thread http://forums.adobe.com/thread/885448?tstart=0, I don't see a box with a red X.  That space is just a white blank.  My ActiveX Filtering is turned off.  I clicked it to turn it on, just to see what it would do, and a blue circle with a slash showed up. I then unchecked it again and now I am back to a blank white space, with no red X.

Can you please help me so I can see things in flash?

Thank you!