I got rid of the message. How I did it:
Run the following commands, in the Terminal:
openssl s_client -connect mail.dreamhost.com:imaps > dreamhost.cer < /dev/null
Keychain Access will pop up, and ask if you want to import the certificate. Select the keychain "X509 Anchors" and click "OK".
(Make sure your mail IMAP server is set to mail.dreamhost.com and not mail.yourdomain.com)