If you have Malwarebytes on your machine, update it and run a full system scan. If you do not have it, you can download the free version here. Again update it and run a full system scan. If anything shows in the log, please post it before fixing it.
The warning about the secure content is a security setting in IE8. To enable mixed content:
Go to Tools->Internet Options->Security
Select the ‘Security’ tab
Click the ‘Custom Level’ button
In the ‘Miscellaneous’ section change “Display mixed content” to Enable
I'm not familiar with Picassa, but I suspect it is just loading whatever remains in your browser history. The browser cache can be set to delete contents on closing, also in Tools>Internet Options>Delete browsing history on exit.