popup msg when navigating from external https site to internal http site

Our staff use an External Website for training. There are several links which point back to one of our internal sites (Intranet).
When the users click to navigate, they are prompted with the following message
 navigate to http
It's not an error, just annoyinng msg which not all users will know to click no too. They click yes and wonder why the internal http page does not display.

Is there anyway to exclude this msg for a site?
Who is Participating?
That message is generated by your browser, you can disable it in your security options, but I would not recommend it...

You would be better advised just to inform your staff of the correct method (as in tell them to click no) rather than reduce security...
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