I have some pages that are sent via HTTPS. Internet Explorer sometimes complains about \"This webpage contains content that will not be delivered using a secure HTTPS\".
You could fire up Fiddler to see what exactly IE is requesting over regular HTTP.
In Fiddler's default configuration, HTTPS requests will show up with a lock and CONNECT as the host. HTTP requests will have a non-lock icon.
CONNECT
(source: josh3736.net)