The first is a normal warning that will happen any time to link to non-secure resources (images, etc..) from a secure page. Also an empty "src" attribute in an image tag or iframe will cause that.
Second, once you agree, it sounds like your app is blowing up. MSIE will hide the real error messages coming from the server for you. To change this, click on Tools -> Internet Options -> Advanced and uncheck the "Show Friendly HTTP Errors" item. You may need to restart the browser for this to take effect.