I've been developing a site with MAMP which has a handy way of generating (obviously) unverified SSL certificates for testing purposes.
All was well when testing with Chrome, Firefox, Safari you simply have to acknowledge the suspicious certificate once per session and that's that.
When I fire up (in Parallels since I'm on a Mac) to test Internet Explorer I get the same warning about the certificate but I hit "yeah ok, let's do this" and the server returns a 403 error?