I am not sure if this will help anyone here, but I wanted to reply to a similar thread that had been archived, where a user wanted to export the Open Directory Certificate Authority and use it on another Mac.
Anyways, I was having the exact same issue creating a Certificate Authority as everyone here is. How I ultimately was able to create a Certificate Authority was by using the Certificate Authorities created by the Open Directory Master configuration process. That process creates a self-signed CA and an intermediate CA. The files that contain the certificate authorities are located in the root user's home directory at this exact location (given that you have not changed the location of the root user's home directory):
/var/root/Library/Application Support/Certificate Authority/
There will be two directories within this directory, those two directories should contain a .pem file which contains the public certificate for the Root CA, and a .certAuthorityConfig file. If you open the Keychain Access application, unlock the System keychain, then goto Keychain Access -> Certificate Assistant -> Set the default certificate authority.... Most likely the list in the Certificate Assistant will be blank, so click Add a Certificate Authority, choose the .certAuthorityConfig file (choose the Root CA cert config file), it will add that certificate authority to the list, and click Continue, it should say it successfully set the default CA, and then click done.
If you have already created a Certificate Authority and you want to export it and import it onto another Mac OS X machine, login as the User that created the Certificate Authority, open Finder, click on the Go Menu while holding down the alt (option) key. This will bring up the Library directory. Open the User's Library, and navigate to (keep in mind you're current relative directory is ~/Library/):
~/Library/Application Support/Certificate Authority/
Copy the two files that are contained in the folder inside the Certificate Authority folder, the inner folder will be named after the Certificate Authority's CN (Common Name). Put those two files on the machine you wish to import the certificate authority, and repeat the process above for setting the default certificate authority.
There are a few other ways to import the Certifcate Authority, but this is just the easiest way.