Is this on Windows 98? And do you really, really, really need active desktop???
My own view is that active desktop should be avoided where possible because it's very problematic. (And I've never really, really, really needed to use it myself!)
The error message implies that the scripting is flawed and so clicking 'yes' or 'no' will not make the error 'go away'. It is still there in the code and all you are doing is choosing whether or not to run the code so you have lost the functionality in either case.