How is it? Is there anyone I can set it?

There are no security settings within Opera Mini.

Like all apps, you can set it's security by going to Options --> Advanced Options --> Applications. Scroll down to Opera, Click the wheel/menu button and select Edit Permissions. There, you can Allow, Disallow, or Prompt the app's Connections, Interactions, or access to User Data.

not a secure browser at all

All traffic flows through another set of servers. you call that secure?

Doesn't have to be. The BlackBerry is inherently secure, and you can make it even more so using the settings above!

but as stinson pointed out it still goes through other servers so there fore its not very secure.