Interner Explorer 9.0 will display a warning if the view a website over SSL that is using a certificate signed by an untrusted certificate authority (CA).  This is often the case for self-signed certificates and it can become annoying.  Here's how to eliminate the warning:

  1. Browse to the site whose certificate or certificate authority you want to trust.
  2. When told "There is a problem with this website's security certificate.", choose "Continue to this website (not recommended)."
  3. Select Tools->Internet Options.
  4. Select Security->Trusted sites->Sites.
  5. Confirm the URL matches, and click "Add" then "Close".
  6. Close the "Internet Options" dialog box with either "OK" or "Cancel".
  7. Refresh the current page.
  8. When told "There is a problem with this website's security certificate.", choose "Continue to this website (not recommended)."
  9. Click on "Certificate Error" at the right of the address bar and select "View certificates".
  10. (if it is a self-signed certificate, skip to step 13) [more]
  11. Click the Certification Path tab
  12. Click the root CA
  13. Click View Certificate
  14. Click on "Install Certificate...", then in the wizard, click "Next".
  15. On the next page select "Place all certificates in the following store".
  16. Click "Browse", select "Trusted Root Certification Authorities", and click "OK".
  17. Back in the wizard, click "Next", then "Finish".
  18. If you get a "Security Warning" message box, click "Yes".
  19. Dismiss the message box with "OK".
  20. Select Tools->Internet Options.
  21. Select Security->Trusted sites->Sites.
  22. Select the URL you just added, click "Remove", then "Close".
  23. Now shut down all running instances of IE, and start up IE again.
  24. The site's certificate should now be trusted.

The most common application I see is with SSL VPN users, but it is also useful for accessing management interfaces (such as an ASA or a McAfee ePolicy Orchestrator).