This page contains both secure and non-secure items; do you want to display the non-secure items?
Though internet savvy know the meaning of this warning well enough but this can turn into an annoying gesture for naïve internet users and I have experienced it with some of our customers.
The reason behind this warning message is improperly usage of contents at the page.
Whenever designers/developers use a graphic from non-secure site (i.e. a site that doesn't have SSL enabled) on a secure web page (i.e. a page that is build up using SSL enabled) this warning pops up so its a good practice to copy all your graphics/contents to a secure site before using them on secure pages.
This warning can be disabled in IE by going through Tools > Internet Options > Security > Custom Level > Miscellaneous > Display mixed content and change it to 'Enable' instead of 'Prompt'.