I am not sure if it will help you but in "import" screen, dont leave Pass Phrase empty even though you are not using it. Just type "ABC" or "123". Then use insert private key in "Content of Private Key file:". In "Content of Certificate file:" section, enter content of your certificate followed up intermediate certificate chain. In the GoDaddy version (we used), it is certificate + gd_bundle.crt. In GoDaddy, you might receive ssl certificate in tomcat, apache, IIS version. Use tomcat version for this.
Also before importing this cert, please make sure that gd_bundle.crt is imported in truststore. Use following command to import them,
sudo keytool -import -trustcacerts -keystore truststore -alias com_godaddy_certificates -file gd_bundle.crt
Openfire truststore is located in ../openfire/resources/security folder so you have to enter above command in that directory. Please restart the server if after executing command and then import SSL certificate.