From the way you have written your instructions that you tried I am going to assume that you are using a 5.0 RC2 build? If not please clarify (you might want to put the output of zmcontrol -v into your profile)
Anyway you might want to try a crazy thing and use the built in wizard that is provided for this sort of situation
If you are using 5.0RC2 it should be already installed. If so you will have a Certificates area in your tools section of the admin interface. Click on it and then click on Install certificate. The rest of the procedure you should be able to figure out.