What web server are you using? First you need to Download your SSL RAR/Zip/Tar file from GoDaddy, extract it to your temporary folder. That the extract files usually contain the yourdomain.crt and yourdomain.ca-bundle.
APACHE
========
- If Apache, follow the instructions on the steps to create a ssl folder:
https://www.digitalocean.com/community/articles/how-to-create-a-ssl-certificate-on-apache-for-ubuntu-12-04
- Generate SSL using goDaddy methode on ssl folder:
http://support.godaddy.com/help/article/5269/generating-a-certificate-signing-request-csr-apache-2x
Edit Apache default-SSL configuration (READ STEP FOUR) :
SSLEngine on
SSLCertificateFile /etc/apache2/ssl/apache.crt
SSLCertificateKeyFile /etc/apache2/ssl/apache.key
SSLCertificateChainFile /etc/apache2/ssl/yourdomain.ca-bundle
* add line SSLCertificateChainFile and add yourdomain.ca-bundle from GoDaddy file
Change apache.crt and apache.key your extract file.
apache.crt = Your .crt file / example : yourdomain.crt << GoDaddy crt file
apache.key = Your .key file / example : yourdomain.key
Don't forget to enable SSL mod:
sudo a2enmod ssl
NGINX
======
- Follow the instructions on the steps to create a ssl folder:
https://www.digitalocean.com/community/articles/how-to-create-a-ssl-certificate-on-nginx-for-ubuntu-12-04
- Generate SSL with goDaddy method on ssl folder:
http://support.godaddy.com/help/article/3601/generating-a-certificate-signing-request-nginx
Edit NGINX default-SSL configuration (READ STEP FIVE):
ssl on;
ssl_certificate /etc/nginx/ssl/server.crt;
ssl_certificate_key /etc/nginx/ssl/server.key;
Change server.crt and server.key your extract file.
server.crt = Your .crt file / example : yourdomain.crt << GoDaddy crt file
server.key = Your .key file / example : yourdomain.key
* "yourdomain.key" is your generate SSL file using goDaddy method.
* Copy all extract files to Apache/NGINX SSL folder
* Restart your web server (Apache/NGINX).
* Remove your temporary extract SSL folder.

by Etel Sverdlov
This tutorial explains how to create a self-signed SSL certificate, how to add it to your server, and how to configure the SSL file to display the certificate to the world. A SSL certificate is a way to encrypt a site's information and create a more secure connection. Certificate Authorities can issue SSL certificates that verify the server's details while a self-signed certificate has no 3rd party corroboration. This tutorial is written for Apache on an Ubuntu server.