How to Add Amazon Affiliate Code

I’ve managed to get the widget to work, but when it’s active, my site comes up as no longer secure (I have an https site and SSL cert.). I’ve tried changing the <a href= links to https (from http-this is what Amazon gives me), and that doesn’t change the security on the site. I get the green padlock with the gold triangle over it, meaning though my site is encrypted some elements are not.