SFI,
I suggest you have a look at the following links to
Microsoft and
Netscape .
Basically, the certificate you are viewing by double clicking the padlock is confirming the identity of the server you are communicating with and you are reasonably sure of a secure transaction with that server.
You shouldn't need to install the certificate, as all the common root certification authorities (e.g. Verisign) are already installed by default with the browser.
You would only need to install the certificate if it was issued by a root authority not generally available to the public (Large companies or organisations might make themselves root authorities).
HTH
SD