This is a problem that NKO (and similar government sites) experience.
Because it's required to use HTTPS, with an SSL certificate (the traditional method of encrypting web pages) the NKO website needs a Certificate Authority (CA) to validate their SSL certificate.
There are a number of accepted Certificate Authorities that authenticate SSL certs. These include Verisign, Thawte, Geotrust, and GoDaddy. They are essentially trusted 3rd parties.
The NKO website doesn't use these trusted 3rd parties, and instead has their certificates authenticated by the U.S. Government. Your browser doesn't recognize the U.S. Government as a CA, hence the certificate error.
There should be a way to override that, in your browser's security settings.