Bad security certificate

When I go to my site using https:// instead of http:// it tells me the security certificate is bad or invalid(Or something along those lines.) How can I fix this? It's not very attractive to new users.

Thanks,
Koss

There are many types of error, domain don't match, expire blah blah..
And most importantly the certificate must be purchase from verisign, godaddy etc.. and not the you that you create yourself.
It would be good if you post the error up here.