Make it possible to managed connections with sites with untrusted certificates. Currently nothing
happens, when you click "Add Exception..." button on the window "This Connection is Untrusted".

One example of such site is http://avtonom.org when you try to login.

If I know what screen you are referring to, the "Add Exception..." button displays a message telling
you to use M-x ssl-add-exception.

try https://so36.net for example. i press 'f 4' which is for pressing button "Add Exception..." and
nothing happens, no message, no window popup or anything. I use Conkeror from Debian unstable, which is
version 1.0~~pre+git120102-1

After following the 'Add Exception' link, the following message appears:

    You should not add an exception if you are using an internet connection
    that you do not trust completely or if you are not used to seeing a
    warning for this server.

    If you still wish to add an exception for this site, use the M-x
    ssl-add-exception command.

If it's not there for you, can you post a screenshot?