This can occur if you are forcing the web server to load content over http rather than https when you are in SSL mode. Check your HTML and make sure that you have no references to files or graphics that start with src=http:// www.yoursite.com/directory/file.gif
If you do then these must either be relative, such as src=/directory/file.gif or absolute using https, such as src=https://www.yoursite.com/directory/file.gif