This shouldn't happen anymore with the new site.
This is a security warning that is displayed by newer browsers.
It means that your password is being transmitted unencrypted, which means that someone "listening" to your internet connection using packet sniffing software can possibly extract your password from the traffic.
For banking and shopping websites where bank details and account codes are being sent this is a problem and you should not continue, but for this swap site you can continue.
There is a yahoo answer on this here:
http://answers.yahoo.com/question/index?qid=20090430171649AATRsFn
There is a Wikipedia explanation here:
http://en.wikipedia.org/wiki/Basic_access_authentication
To get around this, just click OK to continue anyway see
http://www.pcadvisor.co.uk/forums/index.cfm?action=showthread&threadid=323290&forumid=1
Any questions use feedback.