Installation using Exchange 2010 Certificate Wizard
Download and open the ZIP file containing your certificate. Extract the .cer file and save to a location you can easily navigate to in the future.
Copy the .cer file to your Exchange server.
Start the Exchange Management Console by going to Start > Programs > Microsoft Exchange 2010 > Exchange Management Console.
Click the link to Manage Databases, and then go to Server configuration.
Select your certificate from the menu in the center-button of the screen (Friendly Name specified during CSR generation process), and then click the link in the Actions menu (far right) to Complete Pending Request.
Browse to your certificate file, click Open then Complete.
To enable your certificate for use, select Server Configuration and click the link to Assign Services to Certificate (far right). Alternatively, you can right click on your certificate and also select Assign Services to Certificate.
Select your server from the list provided, then click Next.
Select the services for which you would like to enable your new certificate, click Next, Assign then Finish.
You now have an SSL certificate installed and enabled for use with Exchange.