When you click the link to download the certificate, Communicator with present you with the New Certificate Authority dialog. Click the Next button to continue.
The Certificate Authority Assistant will explain what a CA is and how it can be used. Click the Next button to continue.
The Assistant will allow you to view the actual certificate by clicking the More Info... button. If you just want to continue with the installation, click the Next button.
The Assistant will prompt asking to what purposes it can be used. Be sure to check only the option for Accept this Certificate Authority for Certifying network sites" only.
The Assistant will ask if you want to be warned before sending information to sites certified by the UConn Certificate Authority. Either enabling or disabling is acceptable, depending on your personal preferences.
As a final step, the Certificate Assistant will ask you to give a name/title to the certificate. Enter UConn in the field provided and click the Finish button to complete the process.