This paper considers secure simultaneous wireless information and power transfer (SWIPT) in cell-free massive multiple-input multiple-output (MIMO) systems. The system consists of a large number of randomly (Poisson-distributed) located access points (APs) serving multiple information users (IUs) and an information-untrusted dual-antenna active energy harvester (EH). The active EH uses one antenna to legitimately harvest energy and the other antenna to eavesdrop information. The APs are networked by a centralized infinite backhaul which allows the APs to synchronize and cooperate via a central processing unit (CPU). Closed-form expressions for the average harvested energy (AHE) and a tight lower bound on the ergodic secrecy rate (ESR) are derived. The obtained lower bound on the ESR takes into account the IUs' knowledge attained by downlink effective precoded-channel training. Since the transmit power constraint is per AP, the ESR is nonlinear in terms of the transmit power elements of the APs and that imposes new challenges in formulating a convex power control problem for the downlink transmission. To deal with these nonlinearities, a new method of balancing the transmit power among the APs via relaxed semidefinite programming (SDP) which is proved to be rank-one globally optimal is derived. A fair comparison between the proposed cell-free and the colocated massive MIMO systems shows that the cell-free MIMO outperforms the colocated MIMO over the interval in which the AHE constraint is low and vice versa. Also, the cell-free MIMO is found to be more immune to the increase in the active eavesdropping power than the colocated MIMO.