I have this working but can't for the life of me remember exactly how I fixed it. I think it had something to do with going into Desktop Manager and logging on with each desktop used and installing the certificate there.
Open Desktop Manager, open the desktop you want to add it to, it'll ask you to log in with the Deskman account. There is a default password if you haven't changed it. Log in as Deskman, have the certificate file on a floppy disk. Install it. Update all these users desktops and test.
Hope this helps. If not let me know.