iOS 3 has a limited number of Trusted Root Certificate Authorities as detailed here:

http://support.apple.com/kb/HT3580

It is possible to install additional Trusted Root Certificate Authorities using the iPhone Configuration Utility, however this will only affect the Safari web browser, and not calls done from within an application such as NSURLConnection sendSynchronousRequest.

The other issue is that Intermediate Certificate Authorities are not supported.

The root or intermediate certificate must be trusted from within the application:

float version = [[[UIDevice currentDevice] systemVersion] floatValue];
if (version < 4) {
    // iPhone 3.0 code here
    NSString *          path;
    NSData *            data;
    SecCertificateRef   cert;
        
    path = [[NSBundle mainBundle] pathForResource:@"GeoTrustDVSSLCA" ofType:@"cer"];
    data = [NSData dataWithContentsOfFile:path];
    cert = SecCertificateCreateWithData(NULL, (CFDataRef) data);
    SecItemAdd((CFDictionaryRef) [NSDictionary dictionaryWithObjectsAndKeys:(id) kSecClassCertificate,  kSecClass, cert, kSecValueRef, nil], NULL);
    CFRelease(cert);
} 

iOS 3.x: List of available trusted root certificates
http://support.apple.com/kb/HT3580

Importing an SSL cert under the iPhone SDK
http://stackoverflow.com/questions/1746005/importing-an-ssl-cert-under-the-iphone-sdk