This is a client side message most likely caused by a reference in your HTML to a non-secured item.
All references in the secure page need to point to "https://". The easiest way to accomplish this is to use relative links instead of absolute links. Commonly overlooked items include:
Objects (such as Flash, Shockwave,...)
Any of these HTML elements can trigger the warning message. If you are using resources from a third party, you may need to contact them for instructions on using their product on a secured web page.
A frequent cause of this message seems to be embedded Macromedia Flash movies. Simply change the "CODEBASE" attribute in the "OBJECT" tag to refer to "https" to solve this problem. For more information, follow this link:
IFrames can also cause this message. For more information on the IFrame issue follow this link: