HTTPS and stupid error messages

Ever seen this dialog box appear in Internet Explorer? Chances are you have. And guess what, most people who see it don't have a clue what it means and just get scared that the website they are on isn't as secure as they thought it was. And know what else? It's wrong most of the time when it appears. It will appear when there is a standard link to a non-secure page. Yeh, the other page may not be secure but the user isn't looking at any content from that page. Since it will appear whenever there is a link to a non-secure page, it's very easy to accidentally add stuff to your page that will cause this to show up. I wonder how much time has been wasted by developers getting rid of this? And IE7 doesn't fix it either...