I am unsure exactly what you are asking. If you are getting an error, then it would be helpful to explain how it is occurring by listing the steps you are taking when it happens. Also, please list the exact error message you receive.
"The server you are connected to is using a security certificate that cannot be verified. the target principal name is incorrect." [view certificate] "Do you want to continue using this server?" [Yes/No]
Then when you select [view certificate] a new dialog box appears and says "This CA root certificate is not trusted. To enable trust, install this certificate in the Trusted Root Certification Authorities store."
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.