Let's be totally clear about this for the benefit of all readers:
ACTIVE X DOESN'T WORK ON **ANY** MAC BROWSER PERIOD END OF STORY.
Your options for using MLSXchange on a Mac are as follows:
1. Crossover ($60) is probably the cheapest, simplest option. Download a free copy of IE6 or IE7 and Crossover allow you to run that like a Mac app (ie click and start). No Windows required, and it works really well. I usually recommend this for real estate people who can use the Mac for everything else BUT MLSXchange et al.
2. Parallels or VMWare can do the same thing, but this solution requires buying a copy of Windows. If you need more than just the IE thing, this might be the best solution for you, and both have an option to "hide" the Windows part and just run IE as though it was a Mac app.
3. For non-Intel Macs or OS 9 users, your only hope is Virtual PC. It's DOG SLOW, but it might get the job done in running Win2000 or later. Good luck with that, suckers.