How can I remove this msg "this page contains both secure and nonsecure items"?

I have recently put https on a page with certificate and everything but when I type https://.. in IE I get the message "this page contains both secure and nonsecure items" why? What is the nonsecure componets? I do not call anything outside the web directory of my domain and when I open to windows I choose 'yes' in one and no in the other (which then displays the 'lock') the 2 views are exactly the same! (thought that whatever made the problem would not appear in the second)
Someone told me to change all permissions of all files I use to 777 but I do not think this is a good idea
Suggestions?

re: How can I remove this msg "this page contains both secure and nonsecure items"?

You are right that is not a good idea.

You get that message if some bits of the page are not being served through the secure (https) domain.

This often happens when instance a site has a logo and both secure and non-secure pages. On the secure pages they server the logo using the same URL as the on the non-secure pages.

The secure page now contains non-secure items (the logo) so you get the message (and it is in fact a security risk). On a secure page everything must be served through the secure domain.

A link to the page might help us tell you more.