Very thanks Waldo.
In the ReadMe file of ScriptDefender is wrote: If the enclosed script (test.vbs) does not run on your system normally, this means you do not have Visual Basic Scripting installed on it (normally it gets installed with IE5). This will not impact SDefenders ability to block any other scripts on your system (it ONLY intercepts execution calls, nothing else), but you will have to install the Intercepts again once you install VBScript in order to have it work correctly. If you would like to install VBScript (part of the Windows Scripting Host), then just go into the Control Panel Add/Remove Programs, Windows Setup Tab, select ‘Accessories’ then click the ‘Details’ button; scroll down to ‘Windows Scripting Host’ and put a check by it - that’s it! Remember that you must do the ‘Install Intercepts’ again after it’s installed to get SDefender to intercept the scripts.
But I don’t have ‘Windows Scripting Host’ at Accessories… I suppose it’s because I use XP and IE6… I could not test the application. Anyway, I will believe you that it works… 