OK, last point first; can you tell the difference between a company with 95% market share and one with 5%? Well, that's the difference between a company that has a monopoly and one that doesn't.
IE is now an inseparable part of Windows because that's what MS decided to make it, and that had nothing to do with functionality. ActiveX has nothing to do with processing HTML; it's an engine for processing executable code, like the Java virtual machine. That's a minor point, however - yes it's impossible to get rid of IE, but that's not because IE does anything for Windows that couldn't have been done another way, and perhaps better; it's because MS wanted to make the argument in court that IE was an integral part of Windows, and therefore could not be stripped out without breaking Windows. Same with Media Player, although the EC have quite rightly stuck two fingers up at that.
Bundling and tying ARE anticompetitive when you're a monopoly player; it denies other companies equal access to the market. When you plug in your shiny new Dell, you have IE installed which takes you to MSN, where you can find stuff to play in Windows Media format on Windows Media Player...and you don't think that freezes competitor products out from the start? Sure, you can download alternatives, but you are less likely to by a long way, and you can't get rid of the stuff that MS decided to integrate. That's anticompetitive.
Look at it this way; say you don't like IE and WMP. You think they are insecure, so you want to use alternatives. You download Firefox, and maybe start using Realplayer or something. Now you don't have to worry about IE and WMP security anymore, right? Wrong, because purely to secure a commercial advantage MS have decreed that both must be so tightly woven into Windows that you'll still have the same vulns and still have to download the same patches even though you never want to use the damned applications.