You can download the files you will need for this from the support section of the website Root & Intermediate Certificates
Your Root certificate is the Entrust.net Secure Server Certification Authority (EntrustSecureServerCA.crt)
Your Intermediate certificate is the AAA Certificate Services (AAACertificateServices_2.crt)
Save these Certificates to the desktop of the webserver machine, then:
Click the Start Button, select Run, type mmc and select OK
Click File and select Add/Remove Snap in
Select Add
Select Certificates from the Add Standalone Snap-in box and click Add
Select Computer Account (NOTE: This step is very important. It must be the computer account and no other account) and click Next
Select Local Computer and select Finish
Close the Add Standalone Snap-in box, click OK in the Add/Remove Snap in
Return to the MMC
To install the your Root Certificate:
Right click the Trusted Root Certification Authorities, select All Tasks, then select Import.
Click Next.
Locate the Root Certificate and click Next.
When the wizard is completed, click Finish.
To install the Intermediate Certificate/Certificates:
Right click the Intermediate Certification Authorities, select All Tasks, select Import.
Complete the import wizard again, but this time locating the intermediate Certificate when prompted for the Certificate file.
Ensure that the Root certificate appears under Trusted Root Certification Authorities
Ensure that the intermediate certificate appears under Intermediate Certification Authorities
Once these are installed you may need to restart the server.
