Recurring certificate "Secutiry alert" on Windows

Windows 10 is showing me a security alert windows again and again and again. If say

The identity of the web site or the integrity of its connection cannot be verified. ~Certificatte was issued by a company that you have chosen not to trust. ~Security certificate date valid. ~Name on certificate is invalid or does not match the name of the site ~The security certificate has a strong signature. Do you want to proceed? 

I click "View Certificate"

This CA Root certificate is not truster. To enable trust, install this certificate in Trusted Root Certificate Authorities store. Issued to: ORname_Jungo: OpenRG Products Group Issued by: ORname_Jungo: OpenRG Products Group Valid from 03/06/2004 to 29/05/2024 

I tried to use Fiddler to see if I could find site is being contacted but when Fiddler is open I don't get the alert, I get it again immediately after I close Fiddler. (I not an experimented Fiddler user so this may be a normal behaviour, or not, I don't know.)

Another possible source of explanation is that I have this Internet modem:

It's a Sagem F@st 3464 (even if the box looks different), running a customized version of Jungo Openrg.

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