To get Snow Leopard's built in VPN client to import your personal certificate, I had to import the certificate into Keychain.app as a .pkcs12 file into the "System" keychain. If you already imported it into the "User" keychain, delete it and try again. It never worked for me when it was in the User keychain.
Although the built in VPN client now acknowledges my personal certificate and I am able to finish configuring the client, I am still unable to connect to the VPN server. The server address and my certificate are properly configured, but when I click connect, I'm greeted with the following error message:
"VPN Connection
The negotiation with the VPN server failed. Verify the server address and try reconnecting."
To be sure I had the correct server address, I resolved the name server address and typed in the numerical IP address. Same message… Help! When I use the same settings in the Cisco VPN Client, I connect without a hitch.