@Ismael - I think they are talking about the little lock icon that appears in some browsers when the browser connects to an https (SSL) website instead of plain http. (I believe).
If you are using Google Chrome. Clear your cache, then open a new tab and the problem will go away. You can read more here -> http://stackoverflow.com/questions/6465137/partial-ssl-in-chrome
You are having a problem with SSL because not everything in your site is being connected to through SSL, which in turn causes (in chrome) to have a yellow question mark come up. That doesn't mean the site is insecure it just means that some of the links and images are being connected via a regular http connection.
1) There are 19 insecure connections being made from your home page via http instead of https. if you right click on your page when you are in https connection, and click view source, the ctrl-F (find) and look for http:// , you will see all the things that are being insecure. However the only page that you need https for is the checkout page, since there is no reason to have that on every page of your site
Try using // instead of http:// and use relative paths '../image.png' instead of absolute paths 'http://your-domain.com/images/img.png'
Here is how to go about making the entire site ssl work on google chrome. http://ithemes.com/codex/page/Fix_Non-SSL_Elements_on_SSL_Page