This is a mixed content warning that means there is http content loaded on a secure page (https). The solution would be to remove the non-secure content, or change the link of that nonsecure content so that it's secure. You can use a free online tool called whynopadlock to identify the non-secure content.

A similar error could also be displayed if you have secure content loaded on a non-secure page. If you have a nonsecure page, then all content on that page should be transmitted over http. Likewise, if it's a secure page, all content should be transmitted over https. If you have a mix of both on a single page, that is what this padlock warning means.