If you click through, you will find a link that explains the certificate error and what to do. The DOD has a special certificate that you need to avoid the error.
It advises you:
A: All internet communications between your computer and the DMDC SCRA website are encrypted using SSL standards set by the Department of Defense. Under normal circumstances, web pages are automatically encrypted using a DoD certificate public key, in order to send Privacy Act data in an encrypted form across the Internet. If the certificate is not installed on your computer, you may experience security alerts from your browser.
(screenshot of error message)
Most web browsers don't come with the DoD certificates already installed. The best and most secure solution is for the user to install all of the DoD's public certificates in their web browser. That can be done by following the Public Key instructions at http://dodpki.c3pki.chamb.disa.mil/rootca.html.
These are the official instructions provided by the Defense Information Systems Agency (DISA), which handles related security matters for the DoD.
For corporations, businesses or individuals with a local systems administrator, we recommend that installation of the DoD certificate be handled at the IT policy level through coordination with your local systems administrator. Once these certificates are installed, your browser should not display security warnings, as the certificate will be recognized by the browser.