SSL as you know is a process controlled on the server side. If you have enabled SSL on your IIS instance, you can enable DNN to use and or require SSL on a page or not.

The Advanced Login module will work just fine on a page either in popup mode or not with SSL enabled on the page. If you only want a single page with SSL, then you can't use popup mode, as every page of your site would run with SSL.

In time gone past, there was concern about having SSL enabled for all pages of your site, as it took server resources and additional bandwidth. These days there is much "headroom" in both servers and bandwidth, so it is not such an issue.
BUT
be sure that images are in your site and content is not being loaded from anything other than the domain being used. This will cause the messages about some content being insecure etc.

It is for this same reason that we cannot enable SSL on just the module on a page, as browsers will "junk out" with warning etc if you tried to enable a component of SSL only.