IE asks you whether you want to save the certificate or to open it. Select Open this file from its current location and then click on OK.

You're shown the certificate's details. Click on Install Certificate.

You're entering into the Certificate Manager Import Wizard. Click Next.

Leave the Automatically select the certificate store based on the type of certificate option selected and click on Next.

You're almost there. Click on Finish.

A last confirmation is asked to you... Click Yes.

You're done !