What router settings would prevent me from accessing CSS files via https?

If I try to fetch this resource (CSS file) with my browser(s):

https://secure.skypeassets.com/apollo/2.0.823/css/components.css

I get this error:

With Firefox:

This Connection is Untrusted

You have asked Firefox to connect securely to secure.skypeassets.com, but we can't confirm that your connection is secure.

Normally, when you try to connect securely, sites will present trusted identification to prove that you are going to the right place. However, this site's identity can't be verified. What Should I Do?

If you usually connect to this site without problems, this error could mean that someone is trying to impersonate the site, and you shouldn't continue.

However, if I connect my etheet cable directly to my cable modem, instead of going through my router, I can access this resource without any problem.

So it seems to me that the problem is a router setting, not network settings for the computer itself.

What would it be?

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