Hey Francois,
I am not a OCUM guy, but I know a thing or two about PKI.
That error message basically is saying that you are trying to install a host cert into a system, but that system's certificate store does NOT trust the signing authority that the host cert was signed by. Windows has its own cert store, but applications may have their own - I am an OCI SE, and OCI has its own java keystore that by default has a self-signed cert in it to support SSL.
You may need to first install the signing certificate authority's public cert into OCUM before the host cert.
Most serious certificate deployments involve an offline root authority, and the day to day certificates are signed by intermediate certificate authorities.
You may need to install both the intermedia CA certs, as well as the root CA cert (if the root is not already trusted), before installing the host cert.
Earlier this week I was helping a customer get signed host certs working in OCI - we needed to delete the self signed cert, install the root cert, 2 intermediate CA certs, and the host cert
Matt