For a server to serve a page securely, all items, including graphics, must be accessed using the https:// protocol. If you are receiving this message stating some items are nonsecure, then you have at least one item that will be served unsecurely.
To prevent this from happening, you can make all path "https://" or use relative links like "/images/picture.jpg" instead of "http://www.domain.com/images/picture.jpg".