Digital Certificate Import Problem

I've got a digital certificate that I'm trying to import but am having some
problems.  I've seen in the archives a couple of people with what appears
to be a similar problem but there was no resolution was posted.  We are at
V5R1 and are current on PTF's.

I have a certificate sent to me by our bank that I want to import.  What
happens is that I go into the Digital Certificate Manager via my browser,
select the *SYSTEM certificate store, enter the certificate store password,
select "manage certificates" then "import certificate" from the left panel,
select "server or client" as the type, enter the path and file name, and
enter the password that was supplied with the certificate.  I then get the
following message:

An error occurred during certificate validation. The issuer of the
certificate may not be in the certificate store or the issuer may not be
enabled.

What is this telling me?  How do I get the issuer into the certificate
store?  There doesn't seem to be such an option under "manage certificate
store" in the left panel.  This is my first experience with digital
certificates.  I've been trying to follow the documentation from IBM's site
but I may have missed something.  I was able to import it to my PC fairly
easily.  Any help or advice would be appreciated.  Thanks.

Dave Parnin
Nishikawa Standard Company
Topeka, IN  46571
daparnin@xxxxxxxxxxxxxxxxxx