Using WP_PLUGIN_URL to resolve to the location of your plugin file causes IE to display the "Showing secure content" warning box on SSL pages. Evidently WP_PLUGIN_URL does not respect the use of SSL and returns http instead of https. It seems that the plugins_url() function is the preferred way to tell your plugin where it is.
Here's the relevant codex page: http://codex.wordpress.org/Determining_Plugin_and_Content_Directories
And here's a discussion about it.