This site will look much better in a browser that supports web standards, but it is accessible to any browser or Internet device.
If you are using Internet Explorer 5, have a look at this
Incorrect Error Message When Connecting to Secure Web Sites [Q273903]
Also, if you go to IE tools, internet options, security in IE6 there is an option under internet zone for 'display mixed content'. If this option is set to prompt, you will get the message you describe.
If the problem involves a PDF file, and a secure site, check out the URL below:
Finally, have a look at this link - in this case there's nothing you can do personally to fix the error; you can only wait for the website's author to fix their problem:
PRB: Security Warning Message Occurs When You Browse to a Page [Q261188]