Are you getting the error message when using the Internet Explorer of the phone?
What connection are you using? If data connection, you may try switching to WiFi and let us know if the behavior is the same or not.
Does the message show up when accessing a particular website or regardless which one you visit?
Have you rebooted the phone? Do not forget to remove the battery. You can also try to press and hold the power and volume down keys for 15 seconds until the phone vibrates and starts up.
If above would fail, check that you have the latest software installed on your phone. Depending on the country and variant of the phone you have, please visit the below link to verify if you have the latest one.