When you login to the USC Libraries site to do research (or to use RefWorks), you log into a proxy server. The proxy server authenticates you as being affiliated with USC, and communicates with our databases that your access is paid for by USC. The URL for that proxy server is automatically appended to each URL you access.
All modern web browsers have some security built into them, and have some user control over that security. When your browser detects that you are clicking on a link to one URL, but actually arriving at another, it thinks this is a security problem (often it can be).
So when you are logged into our proxy server, then attempt to go to a site like RefWorks and get an additional URL appended to the original (because you are logged into the server), your browser might generate a security warning, usually something about an unsecured third-party site (the language varies depending on the browser).
You can “accept the risk” if that is how your browser phrases it, and a cookie will be set in your browser that should prevent any more warning messages. In other words, if you "accept the risk" and get to the site, you should not get the security warning again (unless you clear all your cookies).