Did a quick hunt on Google regarding Active-X and Servers, and for the most part everything says it's an exploit on the user end of things for trojans etc, but then I found this article:
http://www.crn.com/security/21840058...PCKHWATMY32JVN
It states that this particular vulnerability affects versions of Windows XP and Windows Server 2003. So it looks like SOME exploits *CAN* indeed flow back to the server level of things.
I've never had any issues on something like this myself, and until just this minute I'd never heard of an Active-X affecting a server. But then I'm a Unix guy and rarely deal with Windows severs.