When you purchase an SSL certificate for a domain, e.g. to secure HTTPS usage with your web server, your certificate download may provide you several files like this:
youdomain.com.crt : this is your domain certificate
Files that look this are the root and intermediate certificates:
Depending how your SSL vendor supplies these files, the second two files may be provided already bundled in one file or two separate files.
To combine them together into one bundle file, use cat to concat the files:
cat yourdomain_com.crt USERTrustRSAAddTrustCA.crt AddTrustExternalCARoot.crt > domain_com.ca-bundle.crt
Open the file and check that each start and end comment for each cert are on their own line and not on the same line (see here).