If you click YES, then you will receive an error message stating that the "Navigation to this webpage has been cancelled".

To display all content correctly, please click NO. This will allow the secure content AND the non-secure content to be displayed. The wording of this message is often confusing to users. You should know that non-secure data does not mean that the data is dangerous.

IE users can turn off this security prompt by doing the following:

click Tools
click Internet Options
click Security tab
highlight the Internet Icon
click Custom level...
scroll down to "Display Mixed Cotent"
set to "Enable"
click OK
click OK