Local CA for remote web server

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http://serverfault.com – I have two domains and the one I am in has a certificate authority server. The domain I am not in doesn't have a CA server. I want to certify https on that server so that I can get there without the cert warnings. What I did: Created a CSR on the web server and generated a certificate on the CA. I then completed the CSR on the web server. I also exported the intermediate certificate and imported that into the web server. I'm still getting the cert warnings. Is there something I did wrong? Thanks. (HowTos)