If you set up your SSL site, and visit the site, and notice you do not have a secure lock, however you also don't get a popup warning, most likely you are linked to a non-secure item, this is most often a image.
On all secure pages, you must only link to secure items, through a https link.
If you link to anything http browsers will not consider the page secure, and will have a open lock, or no lock at all, opposed to the locked lock.
