Hi Stanley - The setup steps show as secure with no warning in the latest versions of Chrome, FireFox, Safari, IE on both PC and Mac on my side, which platform are you seeing the warning in?
Chrome definitely complains as well. It puts up the red skull and crossbones and crosses out the https in the address bar. It doesn't pop up anything though.
I think you may have visited a page that's not intended for https via https, then went to the https page and the domain is flagged in Chrome for the session. This is a known issue with Chrome. It wouldn't occur for most users... try clearing your sessions or reopening chrome and browsing the site regularly.