They could be hidden, off the page, or behind other objects...

Run the following code to spot each one:

Sub test()

Dim inShpActiveX As InlineShape
Dim shpActiveX As Shape

For Each shpActiveX In ActiveDocument.Shapes
   If shpActiveX.Type = msoOLEControlObject Then
       MsgBox shpActiveX.OLEFormat.Object.Name
       shpActiveX.Select
       ActiveDocument.ToggleFormsDesign
       Exit Sub
   End If
Next

For Each inShpActiveX In ActiveDocument.InlineShapes
   If inShpActiveX.Type = wdInlineShapeOLEControlObject Then
       MsgBox inShpActiveX.OLEFormat.Object.Name
       inShpActiveX.Select
       ActiveDocument.ToggleFormsDesign
       Exit Sub
   End If
Next

End Sub

Hit delete on the keyboard once you have spotted them.

Or, if you do not care to see where and what they are, run this instead:

Sub test()

Dim inShpActiveX As InlineShape
Dim shpActiveX As Shape

For Each shpActiveX In ActiveDocument.Shapes
   If shpActiveX.Type = msoOLEControlObject Then
       shpActiveX.Delete
   End If
Next

For Each inShpActiveX In ActiveDocument.InlineShapes
   If inShpActiveX.Type = wdInlineShapeOLEControlObject Then
       inShpActiveX.Delete
   End If
Next

End Sub

I must use two "For...Next" blocks because ActiveX controls, like almost any
object on the page, can be inline or floating, which are two totally
different critters...

If you still experience problems, look in the VBA editor for any userforms
associated with the document.

If you need help with the macros, see
  http://word.mvps.org/faqs/macrosvba/CreateAMacro.htm