Site SSL not working

[cic]

I'm attempting to install an SSL certificate from Thawte and it doesn't appear to be working. I first created a CSR by filling in the information on the SSL tab and selected Create Certificate. I then submitted that information to Thawte for SSL creation. Once I received the SSL from Thawte, I copied the information into the SSL Certificate area on the SSL tab and clicked Save Certificate. But, when I try to go the https of the site, I get the certificate warning stating that the certificate is not from a trusted authority. The certificate appears to have been issued from the site itself. What did I not do correctly?

Thanks!
Troy