Do you have IE 8 installed?.
Some links use the "http" protocol and some use the "https" protocol.
This message means that you have a web page containing both unsecure and secure data.
To not get the message, do the following:
Click Start, type the following command in the Start Search box:
The Internet Options dialog box appears.
Click on the Security tab
Select: the 'Custom Level' button
Scroll down to 'Miscellaneous'
Enable: ‘Display mixed content’
Close Internet Options
Retired - Doin' Dis, Dat, and slapping malware.