I wanted to share my solution with all of you. The suggested reasons for the warning can be found on number of websites. I can give you exclusive reasons that no one gave anywhere on the net.
1) Check if you are using <iframe> tag
2) If possible then remove
3) If it is absolutely necessary then check that it should have valid src attribute pointing to secure links (https://www.ringoring.com/b.html etc).
If you have iframe and you do not provide the src then I.E will give the warning. again if the src is there but you did not mention https:// then it will also complain. so the solution is to put absolute path to src property of the <iframe>
To achieve some ajax type results i needed to use Iframes, and I have encountered the same problem and step by step I get to this point. Yes the other stuff you guys provided will also do if you have normal http:// mentioned in a https:// link
I hope this will be great help for someone!!!