Connection not encrypted

Hello,
i have windows vista and have just recently joined an online bingo site and am having problems trying to access the site. when i press play now another page comes up and says loading ok it does then it goes onto connect and stays like that. when i go into tools and look at the page info at the bottom og the page it says " this web site does not supply identity information" then underneath it says " connection not encrypted" please can anyone help me out and tell me ho i can get round this problem so i can play bingo??? thankyou.