So you get the certificate, import it to the Computer Certificates store, and then you want to use it on IIS or other application which requires a certificate, like, Forefront TMG.
And you notice that your recently added certificate is not there. To recover it, just follow the steps provided by Entrust on this very easy to follow how to: http://www.entrust.net/knowledge-base/technote.cfm?tn=7905
