I've found a solution.

It seems to be a problem about crl.

I've created a "crl.crl" file, and have installed in XP and 2003 Server (in 
"MMC Certificates - Local computer", in "Autorités intermédiaires" \ "Liste de 
révocation de certificats" - I prefer give here the real name in French, and 
not to translate and give a bad translation).

I've installed ".p12" user file in MMC Certificates "Local user" and "Local 
computer": Perso \ Certificates.

I've installed ".p12" CA file in MMC Certificates "Local user" and "Local 
computer": Autorités de certification racines de confiance \ Certificates.

All now works fine.

Thanks for all.

Best regards.

> From: dthomp...@prinpay.com
> To: openssl-users@openssl.org
> Subject: RE: users auth. in XP for HTTPS
> Date: Mon, 29 Aug 2011 21:29:26 -0400
> 
> >     From: owner-openssl-us...@openssl.org On Behalf Of Jean Brico
> >     Sent: Sunday, 28 August, 2011 09:40
> 
> >     I'va a CA in a Debian host that works fine and use scripts in
> openssl
>       
> >     I've a 2003 Server with a HTTPS site. It owns its certificate
> generated by this CA.
> 
> >     When a XP client connect to this site with
> "http://www.secure.local";, 
> > a message show me that I try to connect to a secure site.
>       
> >     My problem: I modify the configuration of my server: I want now
> clients 
> > to authenticate them.
> 
> (Small aside: authenticate is not reflexive in English. The clients
> authenticate;
> or the server authenticates the clients; or the server verifies the
> clients.)
>       
> >     When a XP client connect to this site with
> "http://www.secure.local";, 
> > a message show me that I have to select a certificate to authenticate me. 
> > In this windows, no certificate appears.
>       
> >     But a certificate for my user had been generated by the CA, and
> installed 
> > in the web browser. This certificate is too in the MMC with all others 
> > certificates. The certificate is good, with the certificate of the CA.
> 
> If you mean installed using Internet Explorer "Options", that's not really 
> *in* the browser; it's on the browser menu, but it's actually in Windows.
> When you see it in MMC/certmgr, that confirms it's in Windows. And available
> 
> to any program using the Windows store, apparently including your XP client.
>       
> >     With a certificate created by Mircosoft CA (with web site
> "certsrv"), 
> > all is fine: the windows show me user certificates. I've only to select 
> > one to connect to secure web site.
> 
> The CA name (issuer) of the Microsoft-issued certificate is presumably 
> different. Is the server configured to request/demand a client certificate 
> using the CA name of the Microsoft CA? Of your Debian CA? Both? Neither? 
> 
> If you can't determine this by looking at the server:
> 
> - with OpenSSL commandline on any machine that can reach the server 
> 'openssl s_client -connect server:port -state -debug' and look at 
> the server's CertificateRequest message to see what it's asking for;
> the format is in RFC 2246 or 4346 but the CertReq message consists 
> almost entirely of a sequence of DNs which are mostly readable.
> 
> - install WireShark (www.wireshark.org) on the Windows client machine 
> and use it to monitor a connection attempt. It will decode the CertReq 
> (and other messages) for you.
>       
> >     I've compared the two certificates, and i've only found a
> difference: 
> > in Microsoft user certificate, I've:
> >     "use of the key: cypher of data (f0)" (translated from french). 
> > In my certificate generated with openssl, I don't have this line.
> 
> >     Here is a part of the file used to generate user certificate:
> >     keyUsage                 = digitalSignature, nonRepudiation,
> keyEncipherment
> 
> >     I don't see anything like "cypher of data". What to write to add
> this ? 
> > Is my problem going from tis point ?
> 
> That sounds like the keyUsage bit dataEncipherment, and OpenSSL CA can 
> set it. But SSL never *does* dataEncipherment using a certificate/key, 
> so this bit should not be needed or make any difference.
> 
> I think the problem is more likely 'requested client CA-name(s)'.
> 
> 
> 
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