Disable Mixed Content Pop-Up warning under Internet Explorer 8

If you get a pop-up warning message like:
This page contains both secure and non-secure items. Do you want to download the non-secure items?

And you would like to get rid of it:
In IE7 browser go to:
Tools > Internet Options > Security (tab) > Internet(zone) > Custom
Level… > Miscellaneous > Display mixed content > Select “Enable (radio)” instead of "Prompt".