Microsoft Script Editor is a rather complex component (essentially it's VS light) and unfortunately, way too many things could go wrong... When you say "disabled ActiveX", do you mean an internal policy for Internet Explorer? I would not think that it would cause the problem but then again, it could (InfoPath uses IE's security settings).
Some things you could try:
- Make sure all Script Editor components are installed (the debugger is not installed by default) - you can find the settings when you go to Office's Add/Remove and go into custom settings (make sure EVERYTHING under InfoPath is installed)
- Try Repairing your installation (sometimes it helps)
Finally, I know it's a bit of a lame suggestion, but consider using managed code instead of Javascript for your business logic (for this you'll need Visual Studio 2003 because the toolkit for VS2005 is only available for InfoPath 2007 unless you have MSDN universal).
Good luck!
David Airapetyan / Software Services ArchitectQdabra® Software / Streamline data gathering to turn process into knowledge