Some web applications use SSL certificates, so that they switch from HTTP to HTTPS to send encrypted information such as passwords or credit card information. This is common with many of today's web application. Selenium RC supports this by default.
In some cases, users need to add https site as a trusted site in their browsers and create a custom profile for using in Selenium RC. This way, users can avoid Security Popups.
On Firefox, you can add trusted sites in the Security Tab. Click on the "Exceptions" button and add the site.