The following is an excerpt from java.sun.com
http://java.sun.com/products/jsse/doc/guide/API_users_guide.html#TestInstall

Creating a Certificates File to Use With Navigator or Internet Explorer
When creating a certificates file to interact with Netscape
Navigator or Microsoft Internet Explorer (IE), there is a
common source of confusion. By default, keytool issues
DSA public keys, but Navigator and IE do not recognize
DSA public keys as part of their authentication procedures.

If you wish to interact with Navigator or IE, you will want to
issue RSA keys. To do this, you need to specify the -keyalg
RSA option when using keytool. For example:

keytool -genkey -alias duke -keystore testkeys -keyalg rsa