IE SSL pop-up window

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Everytime I am redirected to a https from an http, I get the following pop-up message. "You are about to be redirected to a connection that is not secure" I am trying to automate the process behind the sceens, but I do not think that I can if I get this pop-up window. I have tried to disable the pop-up under tools, options, but no luck. Any ideas?

Thanks.

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Thanks Larry. I am going to give it a shot.