Problem with installation of new ssl certificate

Problem with installation of new ssl certificate

Hello there,
I have a problem with the installation of a new SSL certificate to my ADselfservice system.
Details below:
csr has been generated via web tool (Admin-connection- Generate Certificate)
Csr sent to CA authority - DigiCert
DigiCert sent me two crt files - my_certificate.crt and digicert.crt
Now I can't install my_certificate.crt - if I try to do it via web interface I receive an error - 
Unable to find a valid certificate path. Try uploading additional CA certificates.
digicert.crt can't install with error - The private key for the certificates you have uploaded is not found.

If I go to my server I can't locate .keystore file for my certificate.
My system working under 6104 build.
What is the new procedure for installing SSL certificate on it?
Thank you,