The most common reason for this is that the email address on the mail client is not the same as the one in the certificate.
For instance, in MS Outlook (not Express) if you configure the email address on the account to any[at]Globessl.com but have the email certificate for any[at]Globessl.com the software will not allow you to assign it as the email address is not the same.
When you ask MS Outlook to display a list of certificates to assign the list will not show any email address that is not identical to that on the email account.
