When you collect your certificate from https://secure.trust-provider.com/products/!SecureEmailCertificate_Collec2 what additional certificates are installed?
Start Internet Explorer, select Tools>Internet Options>Content>Certificates
In the personal store you will see the certificate you collected.
Open that certificate and look at the certificate path (This will list the certificates).
The bottom certificate is you secure email certificate.
The top certificate is the root.
And any between these are intermediates.
Intermediates are the ones that are installed if they do not already exist to form a chain to a trusted root certificate.