from IBM Support Site
You have an internet certificate that you wish for users to install to their User ID files, in this case so they can use S/MIME for email. You have acquired this certificate from VeriSign or another third-party provider. You export the certificate from a Web browser. When you (or one of your users) imports this certificate, the following error occurs:
"Cannot accept internet certificate because the certificate authority certificate is unavailable"
This error occurs if you do not select the option to "Include all certificates" when exporting the certificate from the browser. To avoid this error, use the following steps to export the certificate if using Internet Explorer:
1. In Windows, select Start -> Settings -> Control Panel. Double-click "Internet Options" to open it, then go to the Content tab and click the Certificates button.
2. On the Personal tab, highlight the certificate to export.
3. Click Export.
4. Click Next to continue in the Certificate Export Wizard.
5. Select "Yes, export the private key."
6. Select the button "PersonInformation Exchange - PKCS #12 (.PFX)"
7. Select "Include all certificates..." If you do not select this, the error will occur.
8. Select "Enable strong protection ..."
9. Click Next.
10. Enter a password. Do not leave this blank or a different error occurs.
11. Enter a file name and location.
12. Click Next, then Finish to complete the export.
Once you have the properly exported certificate, you can now import it into the user's ID file using the procedure described in the Notes Help topic "Importing and exporting Internet certificates for use between browsers."