First, it appears that whatever URL you are trying to access is being associated (usually by "https") to a security certificate, and your it is not being recognized as a verified (and valid) certificate. This does NOT mean that you cannot access the site, you would have to say that you trust the site. It is possible that you are accessing a location that is using a self-signed certificate
as well, and this may be leading to what you are seeing. It sounds like you're using Internet Explorer, so if you're wondering about the Trusted Root Certification Authorities Certificate Store
it is what is opened when you run into a self-signed certificate. If you add it, to the section, then the next time you open that link, you will not see the error message or be prompted to enter the information again.
I hope this helps to answer your questions, please let us know if you require any further assistance.