Ensure that you are on a hosting package, which supports SSL. You should be on Enterprise or Mission Critical Hosting to have secure server access enabled for your virtual server. Alternatively, you can purchase it as an add-on to your current hosting package.
A common mistake with secure page setups is that the images associated with the order form are not placed in the secure folder. When the webserver accesses the order form, it loads the images from a non secure location hence dropping the secure mode altogether. To overcome this problem, copy/move the all files associated with the order form (including the ThankYou page) into the secure folder as well and recalculate the links.
