When you do an SSL installation, it covers all files and folders you have on the web hosting server. Sometimes your site includes external resources like banners from other websites, a Google adsense or adwords campaign or links to other non-secure websites. In such cases Internet Explorer and other browsers show a warning that your site contains both secure and non-secure items.
To resolve this issue you will need to inspect your code closely and make sure all banners and external resources are either added through a secure connection or removed completely.