Well, okay. Then your wireless connection, prior to you authenticating, is passively redirecting all web requests (yahoo, etc.) to another page (I'm guessing their login page). Your browser notices that the encryption between you and "yahoo" (which is not Yahoo) is incorrect, and is notifying you. Same as if you were experiencing a man-in-the-middle attack.

Better question: why haven't you contacted your school's IT? They're the gatekeepers.