Using ActiveX isn't really an ASP solution, its a browser-based solution because the ActiveX object is hosted on the client's machine in the browser.
Active Server Pages run only on the server, and in an HTTP exchange the server has basic zero control over the browser client. Sure you can send a Redirect, but that is really just a suggestion that the browser needs to request a different page, the browser could disregard the suggestion... just like it can disregard cookies, ActiveX objects, client-side script, popups, etc..
For security purposes this upload is something that the user should actively CHOOSE to do... you don't want to rely on the browser security settings being so permissive as to allow automatic uploads.