I recently started getting SSL Security Warnings in IE 8.0 whenever anyone would click to register for an event. It turned out that an image I added in the Joomla 'top-position' for all pages was causing that error.
To fix this, I changed the URL for this images from Relative to Absolute and added the https:// instead of [url=http://]http://[/url].
Seems this was causing IE to flash an alert because some content was not secure when going to a secure location.
Thought I would share this with anyone having similar issues.