okay.. first of all.. do not panic.. this doesn't mean your computer is broken..
Active X is a set of rules which internet explorer uses to run programs and such from your web browser.. it is similar to Java.. but has much more access to your system.. as such.. it has been used by spyware and the like to install toolbars.. and other malicious programs..
as part of your original installation of windows.. and your security settings.. certain parts of active X may not even be installed.. or alternatively..
can you tell us what the pc healthcheck program is actually called.. and who it is written by? and also.. any reports it generates telling you what the missing files are..
but basically.. it doesn't sound as though this has been causing you any errors on your PC.. so don't start worrying about re-installing just because this program tells you you're missing a few files.. worry about re-installing when your computer stops working

thanks for your time Pete