I'm following the steps you took, as this could be the solution to my problem. Having downloaded the roots.zip file and located "Class 3 Public Primary Certification Authority.cer", I'm trying to add this to SharePoint Server 2010, but the "Establish Trust Relationship" form, but each time I try, SharePoint refuses to add the certificate, citing that ..
"The Root Certificate that was just selected is invalid. This may be because the selected certificate requires a password and we do not support certificates that require a password."
Any idea why that might be the case? Did you find any issues using the certificate initially that you had to overcome? Any ideas or thoughts would be appreciated.