admin answers:

SSL certificates provide two things:
1) Encryption between the browser and the web server to make sure that no one can intercept the contents of the communications.
2) Authentication so that an end user can be assured that the site really is who it says it is. It doesn’t allow the site to know for sure who the user is unless the user also installs a certificate (which is very rarely done.)

How you install a certificate depends on who you purchase it from and what web server software you use. Most companies that sell SSL certificates provide you with instructions on how to import it into your web server.

An example can be found at http://www.entrust.net/knowledge-base/technote.cfm?tn=6555