IE security warning - what is causing it?

I have a perfect functioning SSL certificate, however, I’m getting the annoying Security Warning popup box on my https pages… Is there a way to trouble shoot to determine why this box is coming up all of a sudden?

You cannot have any files being pulled in from a non https:// url.
Everything has to be hosted locally on the https side of things.

Think about it, if a file was being pulled in from http:// then that throughput could be monitored and the SSL connection is unsecure. Which means that there’s no point in having a certificate in the first place.

It’s an image on the page being called using “http://” instead of “https://”.