PHILMAC MY MISTAKE. What I wrote above is actually useless advice. Sorry! Really you should just be able to double-click a certificate file in the Finder and Keychain Access will ask you what keychain you'd like it in.
That said, Leopard has in fact changed something about certificates. Namely, new system root certificates do not go in the X509 Anchors keychain, but in the System keychain. (Note however that as of this writing, some Microsoft programs insist on continuing to use the X509 Anchors keychain in Leopard. Google for more info.)
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