Do You Want To Display The Non Secured Items?

i started to build a script with https secured pages and my users are reporting that they are getting some pop on the computer whenever they visit my site and click on the login page. the window say:

security information
This page contains both secure and nonsecure items
do you want to display the non secured items?

how do i get rid of this or turn it off on my server, or is that a user issue?