You went to WebDisk in the cPanel Administration Portal for your website and downloaded the ".vbs" script to automatically create a WebDisk icon for your page. However, you ran it but hit a dead end- you are asked for a non-existent security certificate.
You're not crazy... To resolve the problem, you will need to download a patch from the Microsoft Knowledge Base:
When done, you may need to reboot. Then download a fresh copy of the ".vbs" WebDisk installer and you should be good to go.