Only guessing here. If this only happens when reading directly from files (and not from a local web server as Xara's preview provides) this might be worked around with a setting of the internet options.
Unfortunately I have no English system to check for the correct translation.
It should be on the 'Extended' (in german: Erweitert) tab.
It is in the category 'Security' (in german: Sicherheit).
The name might be 'Allow execution of active content in files on local computer' (in german: Ausführung aktiver Inhalte in Dateien auf lokalem Computer zulassen)

I think this could affect not only the internet explorer but other Microsoft products as well.

Please note that there is a separate option for content from CD.