Well I just went the extra mile and generated a personal certificate to import onto my N800/OS2008beta to see if it would install properly.

And it did. No problems, it shows in the "User" tab of Certificate Manager, just as it should. I didn't do anything special to add it to that tab... just import and it automatically figures out what type of cert it is.

And when I create a new connection as I explained above, I'm able to select the personal certificate at the "Select certificate:" stage of the configuration.

So it sounds like there is either a bug in the OS version you are using (but you're on OS2008 too, right?), or that the certificate(s) you imported were in fact root certs and not personal certs.

Hope that helps point you in the right direction.