I am in the process of purchasing a OWA SSL certificate from Thawte but am unsure how to install it on my FE server. Any links would be appreciated.

Generally, you will receive very detailed instructions on the installation steps with the order confirmation.

what is your exchange version ? with exchange 2007 you can use exchange shell commands: Import-ExchangeCertificate, Enable-ExchangeCertificate
(http://technet.microsoft.com/en-us/library/aa996420(EXCHG.80).aspx)
If exchange 2003: you can use IIS manager, to install it and enable in OWA web folder.

Most important, you have to create the CSR (Certificate Signing Request) on your FE server.
This will ensure that once you install the certificate, your server has both the private key as well as the public key.
If you're using ISA, you have to then export it and import it into the computer store of your ISA server (including the private key), but that's a different matter.
Here's a pretty good manual on installing: http://www.geotrusteurope.com/support/install/MS_IIS5.htm
I bet Thawte also has one...

Did you install the certificate?

Yes I installed yesterday. A bit of a delay. The link worked fine.