Can no longer login to a particular site: Security Alert

I have been doing business with a 'particular site' for many months now, with no probs.
But now i keep getting 'Security Alert' alert when i try to login.
1st I get the msg '~entering a secure site'.
Then i get this 'Security Alert' re: Certificates.
And the 'particular site' won't allow me in, It gives a COOKIES prob screen.

I went in and changed IE to accept all cookies.
Still no go.
Then at the msg '~entering a secure site' i clicked the box that said 'don't show this msg' in future.
That stopped the 'Security and Certificate' messages.
But still no go.

So i have a couple questions:
1) How do i reset my IE to give the '~entering a secure site' msg again?
2) After (1) how can i get past the 'particular site' block prob.

Another piece of info is that when i go to ebay, it also gives the 'Security and Certificate' msgs, plus it gives about 10 'Certificate' msgs.. But then proceeds ok.

Thanks in advance!
...Vern