Damnit, Dell! Dell ships laptops with a self-signed root CA (certification authority) installed in the trusted root store... with the Private Key! Here's a screenshot of me visiting a website "secured" with the eDellRoot certificate. Since the CA is not trusted in my root store I get this warning when accessing this test site. But, if you were on a Dell it would be trusted and you'd be none the wiser that you were visiting a bogus site where all your encrypted traffic can be viewed.
Simpler : If you have a Dell machine (with this CA certificate trusted as it was installed at the factory), ALL your encrypted traffic (banking!) can be intercepted and inspected without any warning.
This site provides a handy, easy-to-read response to determine whether you should panic.
If so, this DuoSecurity article has good background and links for removal instructions.
Again, all of this is only a concern if you have a DELL.