Adding a Root CA to Sony Ericsson propriety OS is a little bit different from whatever other stuff I’ve seen.
First, enable Bluetooth on the computer and on your phone. Once your mobile phone comes up in the list of Bluetooth devices, right-click it and select Send File. Select the Root CA certificate. Then your mobile phone should react and ask if you want to receive the file. Answer yes and it will install it automatically for you.
If you want to check if it’s install, go to Settings -> General tab -> Security -> Certificates -> Trusted Certificates.