SSL lock do not shows

Hi
I am wondering if any one can help me with this…
I am running Gravity Form with PayPal Pro plugin.
Here is a situation plugin it self have no SSL configuration only lcommunication with PayPal i guess so I was suggested to use wordpress-https and after bit tinkering with configuration and mappings I make it work NESTY MESSAGE on the for notifying that page is not secured is gone, however for some reason I cannot get https:// at the beginning of the domain name and that security lock that must be shown and the top left corner.
So my question is what am I doing wrong.
I hope some one had same experience and figured-out how to resolve it

I thank you in advance

L.

http://wordpress.org/plugins/wordpress-https/