Depending on what browser and what version you use, the dialog box will appear differently. The message is still the same though: You're viewing a secure page (https://...) and a warning pops up that there is some insecure content mixed in, asking you what to do about it. It happens on small sites, corporate sites, even banks, social networking and other very large sites that should have the technical know-how not to scare you like that. (This can be especially scary when you get security messages from your bank's website!)
