In order to purchase a Private SSL certificate you will have to:
1. Login into your Customer Area
2. Click on Order Extras section
3. Click on the "Private SSL" button in the "Order Additional Features For Existing Account" section.
With private SSL you have your own SSL certificate and a dedicated IP address to run the SSL server on. By using your private SSL you will avoid the annoying warning message and the server name in the site URLs. Bear in mind however, that the SSL connection is slower than the HTTP, thus the secured connection should be applied only to the pages that contain sensitive information.