Java Beans is a framework for building applications out of Java components (Beans), whereas ActiveX is a framework for building components documents with ActiveX controls.
A Bean is very similar to an ActiveX control. However, a Bean is written in Java, and so has Java's security and cross platform nature.
On the other hand, ActiveX controls written in Java is also possible, however, they require a port of Microsoft's Common object Model (COM) to be used outside Microsoft windows.