I wonder if your certificate was built correctly. I did this yesterday and maybe I just got lucky. I used this article to help me format the certificate format correctly after I had converted my .PFX to a .PEM. (I needed to open/edit the .PEM to copy and paste the sections into the fields).
http://www.digicert.com/csr-creation-ssl-installation-zimbra.htm#install
Make sure to include the beginning and end tags on each certificate. The result should look like this:
-----BEGIN CERTIFICATE-----
(Your First Intermediate certificate: DigiCertCA.crt)
-----END CERTIFICATE-----
-----BEGIN CERTIFICATE-----
(Your Second Intermediate certificate (if applicable): DigiCertCA2.crt)
-----END CERTIFICATE-----
-----BEGIN CERTIFICATE-----
(Your Root certificate: TrustedRoot.crt)
-----END CERTIFICATE-----
I converted my PFX to a PEM at this website: https://www.sslshopper.com/ssl-converter.html