If you are trying to access e-mail, this is usually as a result of an incompatibility with the server or with the way that the administrator has set up the server. Usually you are given the option to ignore the error and connect anyway.
If you are trying to connect to a web site, it simply means that for one reason or another the certificate cannot be validated, and again you usually get the option to proceed anyway.
If you need to have a certificate for access, ask the admin to send it to you via e-mail and then save it on your iPhone. You will be asked whether you want to install it and off you go.
Shark!