Bill,
Not sure offhand. Our checkout pages are secure on this site, and we have no problems loading them with Facebook login. Try going there (when logged out) and you'll see the login button just fine and shouldn't have any SSL errors:
www.sourcecoast.com/joomla-facebook/
Additionally, the link you mention above is a SSL page. Not sure why that would be problematic. It should only be non-https content that's loaded into the page that throws that warning message.
If you can link to a cart page which has SSL and JFBConnect loaded, I can easily look into it for you. Generally, we'd use the "Net" tab withing Firebug which shows all the resources loaded. Look for anything that loads over http, redirects (301) or has a 404 error, and you may find your issue.
Good luck!