The specificity with using CSS3PIE in Magento is when PIE needs to be loaded on the page with “https” enabled.
IE treats this as a non-secure item and holds the user at gun point with the warning message. He or she can than choose between displaying “both secure and non-secure items” or hitting the back button.
The solution is pretty easy and all you should do is to write the URL to PIE.php or PIE.htc without the “http:” part leaving only the “//” part.
The page will load with the correct “http” or “https” protocols depending on which protocol is used.
nicely explained Secure and non-secure css3PIE URL in Magento thanks for the share.