Just got my first Rovio in September. Of course I appear to be at least 1 year behind the curve, but am excited none the less.
I'm using IE 7 under XP-32 primarily, but have had good luck with Win7-64 Pro too.
I was able to get the active-x component to install with on a Win7-64 bit laptop. I used IE 8 (32-bit) with the Rovio added to my "trusted sites" list. The trusted sites were set to low-security level, but I'm not sure that was really necessary.