You are seeing the warnings because pear.php.net
uses a SSL key that is signed by CAcert,
whose root certificate is unfortunately not bundled with most
browser.
If you are using a Mozilla browser, you can import the certificate
on this site by clicking
on the link "Root Certificate (PEM Format)". When
asked if you want to trust the new Certificate Authority, you need
to check at least the "Trust this CA to identify web sites."
box and click "Ok".
People using Internet Explorer may find help here.
Mac OS X users must download the above mentioned PEM file. The
certificate can then be imported with the "Keychain Access"
utility via "Import" in the "File" menu.