Unencrypted Info on encrypted web page

Sometime when I access a SSL web page, I get a warning message like the encypted web page containing unencrypted information.

This only happens in Netscape or Mozalla, not in IE.

If I look at the page info, everything (all the component pages and images) seems encrypted.

What does this information really means? How could I prevent it?

Thanks!

-Yuemo