Applet or activex for graphical overlay plugin (IE)?

I want to write a plugin for IE that will do a little bit of parsing on any web page and render a layer on top of that page that my users can interact with (for example, an analytics map might be the most appropriate for my example). I'm trying to decide if it should be written as an applet (which I am leaning towards) or an ActiveX control?

Also, anyone who can help me with basic examples would be nice too.