The reason this happens is because security only works with one absolute path. When MC sets up your own security certificate, it is set up to use www.yourdomain.com. So, if you are entering a secure portion of your site with only yourdomain.com or your IP address in the address bar, then you will see this warning. The solution is to be sure that all absolute links on your site go to www.yourdomain.com rather than yourdomain.com.