Re: I've seen and bypassed this message.
Self-signed certificates should be warned something like this...
This is a private connection but the other party is unknown.
You should never see this message with banks, online shops, or email providers. If you are trying to connect to one of these, your connection has been compromised - go back now (link).
You often see this message with home router administration pages or Intranet sites.
Continue just this time (link).
Continue and don't warn me again about this connection (link).
See? Not that difficult.