If you see any certificate errors, please read the section on information security.
If your firewall and/or router blocks the ports that OpenSim uses, you may need to unblock the viewer software for incoming and outgoing traffic.
Windows Firewall is particularly likely to do this, but can allow individual programs and can be fairly easily configured. You should search the web for something along the lines of "firewall program exceptions" and the name of your version of Windows, e.g. Windows XP, Windows Vista, Windows 7. For Linux, search for your particular distro and firewall. It is likely that you won't have a problem in Mac OSX but the same may apply.
(If for any reason you have to do it by port, you need to allow the user server on TCP 8002 and regions servers incrementally from 9000 TCP+UDP, each one having an individual port.