What happens if I don't install intermediate certificates?
If you don't install the intermediate certificates with your issued SSL certificate, the trusted-chain certificate might not be established. This means that when visitors attempt to access your site, they might receive a "Security Alert" error indicating "The security certificate was issued by a company you have not chosen to trust…" Faced with such a warning, potential customers will most likely take their business elsewhere.
You can fix the problem by installing the intermediate certificates on your Web server. Intermediate certificates are available as individual certificates and server-specific certificate bundles. Please refer to the Installing an SSL: Server Instructions to determine which intermediates you need.
Download the intermediate certificates by clicking the link in the email message you received when your certificate was issued, or you can download them from the repository.