Its not only about the checkout issue, but also about protecting user's private data as an whole. I just made some diggings on forums about this alert and about how IE detects the contents as "mixed" (secure and non-secure) .
I extracted some quotes from there and i also have the same opinion if not because of Dolphin sending data to Boonex via http then it can be this:
"... you need to dig into iframes. If
you have any iframes in your output (dynamic via Javascript/DOM or
static on the page) be sure to specify the src attribute, and not just
any src attribute will do. Options include “#”, or “javascript:void(0);” or even "javascript:'<html></html>';".
"
Now when that does not bear any fruit it’s time to really dig deep. I
found out that when you are manipulating a DOM element (lets say
creating a DIV tag), and are setting its style.background property to a
incomplete url, for example:
div.style.background="url(/images/message-top-left.png) ";
It seems that IE7 (and only IE7) will make this request over 443, but treat the data as one of these pesky “nonsecure items”.
So, the work-around which I implemented was to specify the FULL url like:
div.style.background="url(“+prefix+“/images/message-top-left.png) ";
Where “prefix” is something along the lines of:
prefix = document.location.protocol + "//" + document.location.hostname;"....
So, with other words people like me must re-write the most paths of Dolphin.