Currently a page loaded through HTTPS will throw a warning that unsecure content is loaded if the IconUrl of the RadWindow is set with a relative path. This happens because the framework sets the URL without regard for the protocol. A workaround is to always use full urls (e.g. https://mysite.com/images/myIcon.jpg). If possible, RadWindow should check the protocol and fix the URL so that such warnings are not shown.
The issue has been tested with Q2 2014 SP1 and is not reproducible. Marking as completed.