Unable to export private key (greyed out) & unable to access webpage with the certificate provided

I am trying to access the emissionsregistry website and we have been sent the required certificates. however once installed (successfully) we click login and then are prompted to select a certificate and regardless as to which certificate we select it just displays the internet explorer was unable to display this page.
I have tried the following:
 - accessing via an external internet connection as well as the internal.
 - giving the user local admin rights
 - having the license revoked and reinstated then installing again
 - resetting IE7 settings to default & clearing history etc.

We were then asked to try and export the certificate from Internet Explorer 7 under the personal tab and let them know if we were able to select the Private key.

The option to export the private key is greyed out so we have been told this may be related to a local policy or security setting. We dont have any such policies that im aware and i cant find anything locally on the machine that would appear to block the connection or not allow the private key to be exported.

Any help or advice much appreciated.

will give 500 points.

Thanks in advance