Help me understand
When you connect to a secure website, the server hosting that site presents your browser with something called a "certificate" to verify its identity. This certificate contains identity information, such as the address of the website, which is verified by a third party that your computer trusts. By checking that the address in the certificate matches the address of the website, it is possible to verify that you are securely communicating with the website you intended, and not a third party (such as an attacker on your network).
In this case, the certificate has not been verified by a third party that your computer trusts. Anyone can create a certificate claiming to be whatever website they choose, which is why it must be verified by a trusted third party. Without that verification, the identity information in the certificate is meaningless. It is therefore not possible to verify that you are communicating with server.mysite.net instead of an attacker who generated his own certificate claiming to be server.mysite.net. You should not proceed past this point.
If, however, you work in an organization that generates its own certificates, and you are trying to connect to an internal website of that organization using such a certificate, you may be able to solve this problem securely. You can import your organization's root certificate as a "root certificate", and then certificates issued or verified by your organization will be trusted and you will not see this error next time you try to connect to an internal website. Contact your organization's help staff for assistance in adding a new root certificate to your computer.