This posts is already outdated. Anyway,
As of these days, some certificate are auto installed, depending on the browser you will use. exterior doors

The certificates get installed automatically in the certificate store/root of the browsers(IE | NS).You need not expicitly do it.
If you have your own trial certificate which was created by you or was given by any Certification Authority then you need to explicitly install the certificate.
For IE:- Go to Tools-->Internet Options-->Content-->Certificates-->Personal-->Import
Then you will be taken to Certification Manager Wizard where you browse for the certificate and then install.

For NS:- Click Security Button in the Menu List shown beside print which will open a Window named as Security Info-->On clicking Yours ,you can import a certificate.
By default the certificates of all the Certification Authorities are installed in the browser.

Thanks
Seshagiri.