It's just Microsoft erring on the 'paranoid' side when presented with a self-certified certificate!
The problem is that to have a certificate that's 'signed' by one of the "chains of trust" already known to IE costs the site owner non-trivial amounts of money. That's OK if you're making serious money from the web-site, but doesn't fit the requirements of the hobbyist/open-source developer, so if they want to use https (to encrypt the data between their users browsers & their site) they have to use certificates that IE doesn't 'know'. As a result, IE shows the messages you refer to!
Personally, I've told Firefox to accept it permanently & have no concerns about doing so.
Last edited by gwynevans; 12-10-2007 at 08:31 AM.
Reason: Use more than 1 sentence in a paragraph! :-)