Do you want to display both secure and non-secure items?

Hi,
    I am using sone applications through a secure website. Recently after 
few changes on the applications, I started to receive the error 'Do you
want 
to display both secure and non-secure items'. Irrespective of I click
'Yes' 
or 'No', the application is closed. I tried using the turn around
suggested - 
'Inter Explorer 7-> Tools -> Internet Options -> Custom security level -> 
Display mixed content -> Enable'. But, no improvement was observed.

Please suggest.