Core issue
Microsoft Windows does not consider CVPN 3000 Concentrator as a trusted site, because you receive the error message in pop-up window.
Note: This pop-up window does not have any impact on WebVPN functionality.
Resolution
In order to get rid of this error message, buy an SSL certificate from a trusted site.You can also install the SSL certificate of the concentrator as a trusted site but you have to do this in every computer that establishes a connection.
Once you get the error, choose Yes and another window appears with the Certificate information. Choose Details and then choose Copy to File. Select the option Based-64 encoded and then name the file Cisco and save it into your Desktop.
Once the certificate is in your desktop, open Microsoft Internet Explorer, choose Tools > Internet Options > Content > Certificates > Trusted Root Certification Authorities and choose Import. Import the certificate file that it is in your desktop. After this, the error disappears.
Refer to Configuring the VPN Concentrator for WebVPN for more information.