Yes, most business type sites have that message. It means when you send off the into it's encrypted. However what you type in is not. You don't need to be worried about your info getting stolen.
Not be be rude but no they don't have that message. This is the only place I deal with that has this message. I do e commerce and security are part of my job. When that message appears it usually is bad. That should NEVER happen. That being said, I know some iterations of shopping carts, (xcart, osCommerce) on some browsers generate that message falsely. I just wanted to make sure that is a false positive.
So if all of you are receiving that message and none have had their credit card numbers stolen then I'm guessing this is a false positive.