IE8 - Security Warning - Need to disabled this message forever

One of our HR coordinator is getting the Security Warning almost everytime she goes on our secured (HTTPS) corporate insurance website (And ADP) to fill out some information but every time she changes from a page to another one, she gets the message to click Yes or No.

Since I’m in a corporate IT environment, some of the settings can’t be changed due to GPO. But let me show you what I’ve done:

• Tools / Internet Options / Security / Internet Zone / Custom… dialog, the “Display mixed content” option can be set to “Disable.” (http://blogs.msdn.com/b/ieinternals/archive/2009/06/22/9797918.aspx)
• The sites are in the Trusted sites zone

So now I’m a bit confused why she gets these messages anyway. Our IT Security admin says that it should be coming from their end but I doubt it… GreatWest and ADP at the same time??? Really???

Any takers on this one?