Secure Site’s HTML output is controlled by three files:

securesite-page.tpl.php
Template for Secure Site pages. Works in the same way as page.tpl.php.
securesite-user-login.tpl.php
Template for the user log-in form.
securesite-user-pass.tpl.php
Template for the password reset form.

You can theme Secure Site’s HTML output by copying these files to your theme’s directory. The files in your theme’s directory will become the templates for all Secure Site HTML output.