I had a similar problem, and it ended up that the Flash file I was using caused problems. Even though I specified the location of the flash file to be on my https site, flash had a link to macromedia's site:
Code:
<object width="400" height="400" codebase="http://download.macromedia.com/pub/shockwave/cabs/flash/swflash.cab#version=6,0,29,0" classid="clsid:D27CDB6E-AE6D-11cf-96B8-444553540000">
<param value="../norman.swf" name="movie" />
<param value="high" name="quality" />
<embed width="400" height="400" type="application/x-shockwave-flash" pluginspage="http://www.macromedia.com/go/getflashplayer" quality="high" src="../norman.swf" /></object>
The line http://www.macromedia.com/go/getflashplayer caused a problem, thanging it to https://www.macromedia.com/go/getflashplayer solved the problem
This could also cause a problem:
Code:
http://www.macromedia.com/go/getflashplayer
Anything in your HTML code which doesn't refer to a HTTPS link will give that message, even if it's just a link...
hth