I always use Cloudflare in front of Heroku; mainly because of that and the cheap & simple SSL set-up that they have.
When I get such a screen I immediately close the website I'm visiting. And no, contrary to what they tell me, I do not have "a virus" nor is my computer part of a botnet.
customer=> Cloudflare SSL
then
cloudflare=> Heroku SSL through Heroku Piggyback