Assuming you are using IE then it's probably permissions. You need to alert(e.message), instead of writing a generic message, when it fails to see what the problem is. If it's "Couldn't create object" or similar and you're sure that it's installed correctly then add the site to "Trusted Sites" where the "Script ActiveX controls marked safe for scripting" option in the security settings is allowed or change the permission for the relevant zone in which the page is running.
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Joe (
Microsoft MVP - XML)