IE9 HTTPS security is compromised by my Greasemonkey script?

I’ve got a Greasemonkey-for-IE script in IE9 that’s importing jQuery. But on secure pages it doesn’t work.

I’m getting:

SEC7111: HTTPS security is compromised by http://ajax.googleapis.com/ajax/libs/jquery/1.4.2/jquery.min.js

The code that fails is:

var script = document.createElement("script");
script.setAttribute("src", 
    "http://ajax.googleapis.com/ajax/libs/jquery/1.4.2/jquery.min.js");

How can I make this work? The script doesn’t cause a problem in Firefox.