God, that's a horrible message. You must
use IE with ActiveX, a known security weakness. And in addition it recommends that you to disable your firewall and AV software to use it!
Are you sure this is a real Netflix item and not some trojan laden spyware? I don't think I'd touch it even if it's legit.
But to try to answer your question, ActiveX
is not the same as Silverlight/Moonlight. It's a Windows-specific software control system. I know there used to be a mozilla ActiveX plugin to help provide support for things like this, but I don't know if it still exists. In any case, I think your only reliable options are to run IE under wine, or run Windows inside a VM.
Your best option is of course to have nothing to do with this terrible, insecure, closed-platform technology, and make sure Netflix knows how you feel about the cavalier attitude they're displaying towards your system's security.