If your problem is that Grix cannot export your certificate as a .p12 file, this will almost certainly help.
Some people find that their Java install is missing a small component relating to unlimited strength cryptography. Due to "Import Control Restrictions", Sun ships Java without this component and its necessary to add it manually after Java is installed. You only need this component if you wish to export your certificate in a format suitable to import into a browser, however, that is sometimes useful. Its not hard to do but it does often require administrator access so if you cannot do some things on your own computer, you will need to contact your local IT support person.
For this to work you need to have either Java version 1.5 or version 6.0 installed. If you do not have Java installed, visit the following link to install it (follow the instructions on the JRE side of the table): http://java.sun.com/javase/6/webnotes/install/index.html