Wildcard SSL Certificate

Wildcard SSL Certificate

Can anyone tell me how to import a pre-existing Wildcard SSL in PFX format?  When I try to do it from the Import SSL Certificates window, I select the cert, put in the password and submit.  I get a message that says that Intermediate Certificate Chain is missing.  I do not get any prompts to install the Intermediate Chain.
Any advise would be great.
Thanks

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