Hi Nelson,
Please do below two actions on your IE .
* Go to Tools ---> Internet Options ---> Content ---> Certificates ---> Remove previous if any.
After that please try again to import SSO.
* Second option is to use Firefox web browser to apply the SAP Single Sign On Passport and have a personal certificate generated & backup this personal certificate from Firefox browser.
After Backup of this SSO certificate you can import the backup into Internet Explorer.
Hope this will help you.
Thanks,
Gaurav