Can't build keystore: Certificate chain missing

Hi, I need help with this error, I searched the whole forum but seems I'm the first to report it (I hope it's a easy thing).
I'm using SOAPUI 4.5.1 , when I try to import a keystore I'm getting the following message:

C:\Users\Pablo\Documents\keyTest2.P12 <error: java.security.KeyStoreException: Can't build keystore: [Certificate chain missing]>

I created the keystore using this tool :
http://portecle.sourceforge.net/

Thanks for any advice!
Kind regards.
Pablo.