Update: If you just care about making the dialog disappear go straight to comments or this post for more details, if you want the simple answers check the "simple guide". This post was originally intended for developers but it seems a lot of people are looking for an answer to this puzzle.
IE8 has been released and it's got a few really cool features as well as some really good protection mechanisms, all in all, a fairly good release.
But then I found this while navigating a secure page (Gmail)
In what felt like I passed out I had to re-read the full dialog, then took me about 5 seconds to get what the dialog was telling me and about 10 to understand what would happen if I clicked NO.
I'm copying the contents of dialog text here just for SEO
This webpage contains content that will not be delivered using a secure HTTPS connection, which could compromise the security of the entire webpage.
Why did they change the previous dialog?:
This page contains both secure and nonsecure items.
Do you want to display the nonsecure items?
The new dialog seems very confusing to me, the extra text after the question just makes it even more confusing and for as long as I can remember we've had the same old dialog, which seemed fine.
Notice that even the answer is the opposite for the new dialog, maybe this is the reason it feels like asking a negative question.
I think the intent is for users to click the default yes, since 99.99% users don't really read any dialogs, and that will cause IE to not display the unsecure items on the page.