This may be a non issue, but this is what I did to get mine working
I used the StartSSL CSR generator (startcomtool.eze) and used the generated CSR to request my certificate and download it.
I then used the private key and the downloaded certificate and used the Create PKCS#12 (PFX) File link at the StartSSL Toolbox.
I put in the private key, cert and a random password and generated the pfx. I then imported my PFX into the sophos certificates tab.
Finally, I uploaded the Root 1 - StartCom Certification Authority root certificate, Intermediate Class 1 DV SSL certificate and Class 1 Client Certificate pem files from https://www.startssl.com/root to the Sophos Certificate Authority tab.
Everything seems to be working well for me