Many third party certificates require an intermediate certificate reside in your certificate store. These instructions will walk you through the import process. The examples are for GoDaddy but apply to many other certificate providers.
1) Download the intermediate certificate from your certificate authority (GoDaddy, etc).
3) click File > Add/Remove Snap-in…
4) select Certificates
5) select Computer account
6) certificates > All Tasks > Import…
7) click ‘Browse’ on the Certificate Import Wizard
8) select ‘All Files (*.*)’ in the drop down menu
9) select your intermediate certificate obtained from your cert authority (GoDaddy, etc)
10) Click Finish on the completion page
The intermediate certificate is now imported. Repeat this process on any additional client facing servers that use your third party SSL certificate.