Auth.net module issue

Hi, I installed and activated the auth.net payment gateway on my back end for my client, and something is not working properly. I put in all his auth.net info, and yet on the front end when someone clicks on AUTH.NET for payment info, why is it asking for all cc information on this page, http://, unsecured, and not going to finish transaction on auth.net web site? I was sure its like paypal, and my client did not do SSL for this reason. He uses paypal and auth.net. Both transactions go through other websites to put their cc info on them?

Or do I have it wrong?

Thanks

lee