Adobe AIR - Cannot create a valid certificate chain for a signer

I have acquired the p12 certificate, but it is difficult for me to use it. When trying to sign my application, the following error always appears:

Error creating AIR file: Cannot create valid certificate chain for signer.

This is not a problem when I sign an application with a self-signed certificate.

I am trying to sign a desktop .air file. I am on Mac OSX. Is there anything I should do before using the p12 file?

I previously (2 years ago) bought the p12 key from the same provider and it had no problems. However, this key has expired.