How to avoid security warning in IE when landing an HTTPS page?

In IE 8, I am getting the below error message when trying to land on a https from a http page in an online store web portal.If i change the settings in my IE,It will not prompt the message.But since its a browser setting,we can ask each customers to do so .

Is there anything which we can do for not showing this message in IE. ?

Make sure you're delivering all content including external CSS, JS and images using https protocol. The warning should go away.

I haven't found any convenient tool for IE8 available out of the box to help to gather all paths that you're using. But you could try your page in Firefox with Firebug extension.