The SSL installation covers all files and folders you have on the web hosting server. Sometimes your site includes external resources like banners from other websites, Google's adsense campaign or links to other non-secure websites. In such cases Internet Explorer and other browsers show a warning that your site contains both secure and non-secure items.
To resolve this issue you will need to inspect your code closely and make sure all banners and external resources are either added through a secure connection or removed completely.