Obviously you will receive this message when something on your web site is not coming from a secure location.
Typically this happens when you specify the URL in your code and you are not using the https:// protocol. It is very common that images are the culprit.
Often it is easy to find the portion of your web page that is causing this error by selecting ‘no’ when prompted with this alert. If it is an image it will be apparent by a broken image. When you fix this URL in your code by making the path relative rather than absolute the error should go away.
You can do this by changing your reference from a hard coded URL such as ‘http://www.cfdynamics.com/images/logo.gif’ to ‘images/logo.gif’.