Links containing http on ssl website

Should I worry about these links containing http:// if I install SSL on my site as SSL gives alert if the page contains http:// ?

<!DOCTYPE html PUBLIC “-//W3C//DTD XHTML 1.0 Transitional//EN” “http://www.w3.org/TR/xhtml1/DTD/xhtml1-transitional.dtd”>
<html xmlns=“http://www.w3.org/1999/xhtml”>
<link rel=“alternate” type=“application/rss+xml” title=“” href=“http://www.mysite.com/news.php” />

I’m no expert, having just used SSL on a site for the first time, but I’m sure you don’t need to worry about those, which are external links to other pages.

As I understand it, the problem only arises when your https page calls assets (images, iframe contents or whatever) from a non-https URL to display within the https page.