If you have a custom ActiveX control or a windows control on your page which is strongly signed etc.. and fails it load it is fairly hard (or can be) to figure out why it is not loading.
View IEHOST Errors LogInternet Explorer IE does log exceptions to non-loaded components by creating a file in the temp internet file folder. Pick the last file created (or near the top) and drag to your desktop and open it to view the exception details.
Assembly binding loggingYou could always turn on Assembly binding logging as detailed in
WRN: Assembly binding logging is turned OFF. To enable assembly bind failure logging, set the registry value [HKLM\Software\Microsoft\Fusion!EnableLog] (DWORD) to 1. Note: There is some performance penalty associated with assembly bind failure logging. To turn this feature off, remove the registry value [HKLM\Software\Microsoft\Fusion!EnableLog].
Details on this can be found at Microsoft