Pages such as MSN and Hotmail should not be showing certificate errors, regardless of your settings; they should load and display with no errors of any kind on a default installation of Windows/IE9 ... or it may be a temporary issue with the site (both are Microsoft). If you are getting certificate errors, I might first check any antivirus or security software you might be using, proxy settings, or public DNS services you are using. You might also consider running a scan with MalwareBytes to make sure you don't have anything malicious on your PC. If you have played with any of the security settings within IE9, you might consider reversing them or just resetting to defaults if you don't remember what changes you made.
Add-ons are indeed installed with software, but can be enabled/disabled from within the browser. All add-ons must be okay'd by the user to be enabled when first installed. After that, the add-ons box will come up whenever an add-on takes longer than .2 seconds to load. You can change the amount of time it takes to kick on that box if you have an add-on that is constantly taking that long to load, to prevent from seeing the message as often, but if you have one that is taking a long time to load, I would ask yourself if you even really want/need that add-on and consider removing it altogether.