Your certificate vendor will give you a bunch of files. You need to concatenate them in order to use them in your web server. Order is essential. For example, for ComodoDigiCert:

cat xw_is.crt COMODORSADomainValidationSecureServerCADigiCertCA.crt COMODORSAAddTrustCATrustedRoot.crt >../xw.is.crt