This can occur when the certificate cannot be verified to a trusted certificate authority. To correct the problem you must install the root certificate for the certificate authority.
Launch a new Microsoft Management Console (Start -> Run, mmc.exe) and add the Certificates snap-in to it, connecting to the Computer Account for the Local Computer. Navigate to Trusted Root Certification Authorities. Right-click on Certificates and choose All Tasks and then Import.
After you have imported both root and/or intermediate certificates, the error message should be gone.