Actually, the root to the problem is the result of the latest Internet Explorer update. Microsoft recently lost a legal battle with a patent holder about the way Internet Explorer displays OBJECTs and EMBEDs in webpages. Microsoft then decided to update its Internet Explorer browser with changes requiring user input to display and activate ActiveX based media. This not only affects all Flash animations but also other files such as QuickTime, RealPlayer, Java and Adobe Acrobat among others. It means users have to click the object first in order to activate its functions.
Luckily, there are ways for website developers to modify their website so that the user experience is not impacted by Microsoft’s changes. Thanks to deconcept.com, I am now happily able to get rid of the “click to activate and use this control” message. The solution is simple really (it's always simple when you have found the answer...wahahaha), download swfobject.js from this website and add extra parameters to where you embed your Flash animation.