I too had a hard time getting the certificates into either Windows XP (w/ Internet Explorer 8) or as a Trusted Certificate Authority on my Windows Server 2003 Domain Controller. With my old system & self-signed certs, I could view the certificate in IE8 and click the 'Install Certificate', then "Automatically select the certificate store based on the type of certificate" and it would work fine. I even had my old certs setup in the "Trusted Root Certification Authority" on the Windows 2003 box and all of the connecting Windows machines would receive the certificates no problem. THEN, I moved to Zimbra, and none of my old tricks of importing the certs worked. I tried exporting it out from IE7, IE8, Firefox (in every possible format), and then I directly grabbed the ca.pem from the server and nothing worked. After a few days of trial and error, I found the formula that worked for me.
For individual computers (tested on Windows XP w/ IE7 & IE8), I used the "Certificate" snap-in in MMC and imported the certificate directly in the Trusted Root Certification Authority. For Group Policy on Windows 2003, I first imported my cert (using the ca.pem from the server) using the Group Policy Editor in the Trusted Certificate Authority. Then, I used the MMC console (on the Server 2003 machine) and imported it into the Trusted Certificate Authority. I don't claim to be an expert on Windows (I'm a *nix guy personally), but the added step of importing it through MMC on the server made the certificate error messages go away for my Windows clients.
If that doesn't work, my generic advice for certificate problems would be to make sure the URL you're typing in for your Zimbra server is what's listed on the certificate "Issued To" and "Issued By" fields. If for example, your certificate is for "random.domain.tld", and you use the IP address of the Zimbra server as the incoming/outgoing mail server, then even if you've successfully imported the cert, you will continue to receive an error.
For anyone else that stumbles on this page looking for certificate help, I found this page to be a good step-by-step on how to import into group policy.
Deploying a Self-Signed Root Certificate with Group Policy