If the target page is a https:// address and you do not have your .swf hosted under that same server, there will be a security warning that pops up. The reason is that while all the rest of the page is stored and delivered from behind a secure server, the "barn door" so to speak is being left open by including a .swf that comes from a none-secure server. Hopefully you can see the security threat that "opening" poses.
You'll need to host your .swf from that same server or from some other https server to preserve the security of the https connection.
Thank you Adninjastrator for taking the time to respond. This is very helpful and easy to understand.
Unfortunately, I do not have control over their servers because this is an online ad we are running through someone else on their site. I kept thinking maybe I was missing some new setting in Flash because I just started working with CS5.5. Or I was thinking that I needed to update or change my clickTag code (I always use the same code and it always works fine). I have never had this issue before. I forwarded this information to our internal contact person so that they can communicate it to the external company that is hosting the ad.
Thanks again for taking the time. I really appreciate it!!!!