Navigate to the HTTPS pages and view it's certificate (For IE6 the please click the lock icon at the bottom right of browser window)
Choose 'Copy to File' to export the certificate from IE
Choose 'DER encoded binary X.509' format
Choose a path for the exported certificate
Open the script in EEM Editor and choose 'Script configuration'
Goto 'HTTP->Certificates Management->Trusted Root Certificate Authorities' and 'Import'
Choose a password (for example 'eemstore' to create trust store)
Then the certificate should be imported and the script should run successfully.