After enabling SSL on our portal web site, the URL is now https://...

However after pressing "login" on the portal login screen, our users
are always getting the following popup message:

"Security Alert: "You are about to be redirected to a connection that
is not secure. The information you are sending to the current site
might be retransmitted to a nonsecure site. Do you wish to continue?

Pressing Yes allows the user to continue and everything works fine,
but I'd like to get rid of the popup message.

I don't understand why this message is being displayed, since the site
login page is https: and all subsequent pages are also https:

Any ideas would be greatly appreciated