First question: have you tried to do anything to it? "Locked" is normal on that screen (fastboot mode), but "Security Warning" is not. The more information you can provide about how you got into this state and what you have already tried, the easier it will be to provide an answer.
One question: can you use the volume keys to navigate through the menu options? If you can't then the problem is probably that your "volume down" key is stuck: the way you boot into fastboot mode is by rebooting the phone while pressing and holding that key, so if that key is stuck on then this is what will happen if you reboot the phone (and if it's stuck then you probably won't be able to navigate the menu using the volume keys either).
Otherwise, as I say, please tell us everything you can.