Common DLL Errors-Actxprxy.dll and shdocvw.dll 

Internet Explorer Script Error
An error has occurred in the script on this page.

Line:
Char:
Error: No such interface supported
Code: 0

Do you want to continue running scripts on this page?

This error usually occurs when you attempt to open a link in a new window. The new window will not display the page you are attempting to open and you will, instead, receive this error message. Typically, this error is displayed, because information within the Windows registry that pertains to Internet Explorer, and specifically one of the DLLs listed, has become damaged.

In order to resolve this issue, you will need to register the DLLs again, in order that the information they contain can be updated and fixed. Click Start and then Run to open the Run dialog box.

Type regsvr32 actxprxy.dll in the box and click OK, and then OK again on the resulting message window.

Open the Run dialog box again, type regsvr32 shdocvw.dll, click OK, and then OK again on the message that appears.