Whilst other members here may have much better ideas for you, I wonder if this is the result of your own members either upgrading from IE6 to IE7 or, if they are using XP, updating to SP3
Those upgrades included improved and tighter security settings as standard in IE, and whilst these can be reduced, that needs user intervention.
If that is the case, I don't know any easy answer.
You may do better posting your problem in our web design and hosting forum. More experts there.
For years we've been using an apache re-write to give users of our site the ease of entering 'http://www.domain.com' and directing them to our secure site 'https://secure.domain.com/rest_of_url'
No problems, and from what documentation I've found on-line, this is more or less industry standard practice.
But with IE7 I'm getting complains from users being asked about the warning window 'The current Web page is trying to open a site in your Trusted sites list'
It no good for me to tell each and every user (its a public site with many thousands of hits a day) to modify their internet security settings. That not the way to keep business.
Goggling has only pointed out ways to turn of that warning from the user level, but I've not found any other 'best practice' for web masters. The one link I found on Microsoft said something about redesigning the site so that all parts are at the same 'security level' which is useless as the whole ideas was to help the users switch from unsecured to secure. Making them type in a secure version of the URL from the beginning is hardly helpful.