The secure padlock will not show while any unsecured items are displayed or used.
Please make sure you are using the correct setup on your web pages.
As an example, if you see this message and select 'Yes' then the page will be secure but will not display the padlock.
1. If you are using frames, make sure you are securing the entire website, and not just a frame page
2. If you are using images unsecured as in the example, make sure you change the reference from http to https
Microsoft Knowledge Base article Secure Lock Indicator May Not Appear on the Status Bar