Are you pulling images with https or http? this is important.
instead of
<IMG src="http://images/image.gif">
use
<IMG src="https://images/image.gif">
or
<IMG src="https://pullimagefromdatabase.php">
In the secure area of your site. Make sure that the server you are pulling the images from, has a certificate installed too, and that it is on the same domain as the secure page.
If you don't reference the URLS of images with https and the user clicks "do not display the insecure items" the images break. This happens with almost any version of IE that I know of, in fact, netscape too, on any web server. Barring this, use alt text on the menu images so that the user knows where they lead.
Hope this helps: )
Neil