"Certificate chaining error" attempting to sign ClickOnce manifests with mage.exe

Up until now, we've been signing our manifests using the temporary
certificate built by Visual Studio. We now have a certificate from
Thawte. Since Thawte only provided an ".spc" and ".pvk" file, and
mage.exe requires a ".pfx" file, I had to use the pvk2pfx tool to
create the pfx file. When I run mage to sign, like this:

mage -s myapp.exe.manifiest -cf ourcompany.pfx -pwd xxx

We get the subject error message. I consulted with Thawte, and they
provided another microsoft tool (pvkimprt.exe) to generate the pfx
file. That didn't work either - same error.

Can anyone shine any light on this? I don't even know what the error
message means...

.