Internet Explorer
The computer will ask you if you want to save or open the file, click "Open". Then, click "Install Certificate..." then "Next", then "Next" again, then "Finish", then "Yes". During those steps, the computer is asking you where you want to store the certificate (this option is already set correctly, no need to change anything), a summary of its actions, and confirming that you are installing the certificate. The sequence to install the certificate may be different if you are running Windows Vista or Windows 7. In that case, you may need to click a button that says "Continue" or "Allow".