For SonicOS to act as an OCSP client to a responder, the CA certificate must be loaded onto the firewall.
On the DEVICE | Settings > Certificates page, click Import. This brings up the Import Certificate page.
Select the Import a CA certificate from a PKCS#7 (.p7b), PEM (.pem) or DER (.der or .cer) encoded file option and specify the location of the certificate.