Entrust distributed an "intermediate" chain certificate with some of their certificates, but stopped doing that this year[1].
The chain certificate is appended to the certificate file, starting on a new line, so certfile.pem would look something like this:
-----BEGIN CERTIFICATE-----
..(series of alphanumeric characters)..
-----END CERTIFICATE-----
-----BEGIN CERTIFICATE-----
..(series of alphanumeric characters)..
-----END CERTIFICATE-----
1. http://www.entrust.net/customer_support/webserver.cfm
Hope that helps,
