In some situations, an administrator of System Center Mobile Device Manager 2008 (SCMDM) must manually request a Gateway Configuration Management (GCM) certificate from the Certificate Authority’s (CA) web enrollment page. If the server hosting the web enrollment page has been updated with the hotfix described in Knowledge Base article KB922706, the option to "Store certificate in the local computer certificate store " will not appear.
This is because the hotfix changes the web enrollment page to support clients using Windows Vista, Windows Server 2008, Windows 7 and later clients. The underlying ActiveX control invoked by the "Store certificate in the local computer certificate store" checkbox no longer runs when the fix is applied, even if the client requesting the certificate is running an OS prior to Windows Vista.
For all the latest information and the current workarounds see the following Knowledge Base article:
KB2142221 – A manually requested System Center Mobile Device Manager 2008 GCM certificate cannot be saved to the computer store
J.C. Hornbeck | System Center Knowledge Engineer