Digitial Certificate help needed.

["Smith, Mike" <Mike_Smith@xxxxxxxxxxxxxxxx>]

I'm thoroughly confused.  I can't figure out what I'm supposed to be
using - so therefore I can't figure out how I should set this up.  

I need to do secure FTP to a Bank.  They have provided me with a
Certificate(bank_test_cert.cer)    

I know I need to install/import this certificate, but I'm not sure how.
Is this a Certificate authority?  

Should I be selecting an existing Certificate Store- (Local Certificate
Authority, *SYSTEM, *OBJECTSIGNING, Other)????
Or should I be creating a New Certificate Store?  

I have tried using *SYSTEM and then importing, but I'm not sure if it
should be (server/Client or Certificate Authority).  I've tried both.
Both tell me the file doesn't exist(the .cer is sitting on my desktop)

I think after I get this imported, I need to assign it to FTP(is this
correct?)

If someone is familiar with his process can they provide me the proper
steps.  

Thanks
Michael Smith
iSeries.mySeries.