I am fairly sure I know how to install the 'main' certificate on load balanced servers (install on one, export, import to the others) but I'm not quite sure what to do about the intermediate certificate (the one you install using the certificates snap in in mmc) Do I manually install it using mmc on each server? or is there a similar process involved to the main cert (install, then export, then import on the others?)
Intermediate certificates are just certificates that chain your SSL certificate to the root certificates. This is especially handy for older browsers. The steps are essentially the same as installing SSL certificates.
Chances are, you bought your SSL certificate from the likes of GoDaddy, Verisign or others. The process is simple if you're using IIS.
For example, GoDaddy's instructions are over here. However, if your provider is not GoDaddy, I'm fairly certain the process is almost the same except on how your SSL certificate provider actually provides your certificate.