The reason for the secure content message in Internet Explorer 9 is to help protect you from security threats. The warning is letting you know that you are on an HTTPS page that is attempting to load HTTP content.  

HTTP is the basis for communication on the Internet.   Some websites contain unsecure (HTTP) and secure (HTTPS) content, the S in HTTPS stands for secure.  Secure websites may still contain elements (often images) that use HTTP. To learn more about the risks of allowing mixed content see the following Internet Explorer blog post:

Internet Explorer 9 Security Part 4: Protecting Consumers from Malicious Mixed Content

IMPORTANT: Internet Explorer 9 blocks unsecure content to keep your information safe by default and is set to Prompt. Microsoft recommends that you do not attempt to change this setting. Modify this setting at your own risk.

1. Start Internet Explorer

2. On the Tools menu, click Internet Options

3. Click the Security tab, and then click Custom level

4. In the Settings  box, scroll down to the Miscellaneous section, and under Display mixed contentchoose from the following options:

                       Disable, will not display non secure items

                       Enable, will always display non secure items without asking

                       Prompt, will prompt you when a webpage is using unsecure content

Note: Internet Explorer 9 blocks unsecure content to keep your information safe and is set to Prompt by default. When this setting is set to Enable, Internet Explorer does not prompt you with the “Only secure content is displayed” message even if the webpage is using unsecure HTTP elements.