The following is based on OSX Yosemite 10.10.5.
1. Login to the web admin and click the Download Root Certificate button under SSL Inspector > Settings. Save the root_authority.crt file.
2. Open up Keychain Access by searching it on Spotlight (clicking the Magnifying glass located on the upper right corner).
Select File > Import Items. Navigate to the file downloaded. Select System as destination Keychain.
3. Enter password when prompted.
4. Logoff to take effect.
5. On some Mac OS version you also need to do the following:
- Right click on the certificate in Keychain Access and select Get Info
- Expand the Trust section
- Under When using this certificate select Always Trust.