Your shopping cart checkout pages are secure but not your normal site pages. Secure pages are typically slower to load and it is only needed to secure pages with customer info. This is done on all sites when checking out. You can notice the browser address bar go from http:// to https://.

Also Internet Explorer has an option to warn users that they are going from an Secure to a Not Secure or vise versa which is what is suppose to be done prior to entering the checkout and also after the checkout is complete. This option can be found at IE - Tools - Internet Options - Advanced - Warn if changing between secure and unsecure mode.