Enter the name of the certificate owner in the "Password for" text box. This text box will often be grayed out and no text can be entered, which is OK.
Create a password of your own to protect the certificate and enter it in the "Password" and "Confirm" text boxes.
This password is to be entered by the owner of the certificate and must not be shared with anyone. The password is CaSe SenSiTiVe and must not be forgotten.