I recently downloaded Secure Email. I received the email instructions for downloading my certificate. When I clicked the link in the email, it sent me to the certificate install page (using IE of course). The page said that I needed to click a link to reload the page and install the certificate, which I did several times, and received no security warning which would allow me to install the certificate. I even added https://secure.comodo.com to my trusted zones, and still had the same results. In other words, I haven’t been able to install the certificate. Any suggestions?
Ok. This is what I got from customer support, and it worked 
[i]Please make sure the pop blocker setting and allow popup and retry.
Enable ActiveX in your browser(IE–>Tools menu–>Internet Options–> Security
tab–> Custom Level–>Scroll down to
the Scripting section–> click “Enable” under “Active scripting and Scripting of
Java applets”–>OK–>OK.)
Also check the collected certificate in IE by open internet explorer then
tools–>internet options–>content–> certificates:personal .
[/i]
Thanks for posting the solution!
Hopefully it will help somebody out.