This article will go into detail on how to install certificates on Lync Server 2010.
Lync 2010: Installing your SSL Certificate
If you used the Lync interface to create the CSR, the certificate file is a .cer file (i.e. yourdomain_com.cer).
If you used the Certificate Utility to create the CSR, the certificate file is a .pfx file (i.e. yourdomain_com.pfx).
If you are using a .cer file, do not check this box.