Note: If you are seeing an error about network issues, please switch to this article: 

Citrix Troubleshooting: "Network issues are preventing your connection"

Examples of the error message

Unable to launch your application. Contact your help desk with the following information:
Cannot connect to the Citrix XenApp server. SSL Error 61: You have not chosen to trust "SecureTrust CA", the issuer of the server's security certificate.

Let's fix it!

1) Before anything else, scroll down to the bottom of this article and download the appropriate certificate file. Most commonly this is SecureTrust CA but I've seen at least one instance where it was needing Entrust Root Cert, so check the error message to be sure. Update: More recently, the cert error is Entrust G2, so this has been added to the list of downloads.

2) After downloading the certificate, open your Downloads folder. You can either click the icon for File Explorer () or press the Windows key + the E key on your keyboard. Navigate to Downloads from there.

3) Right-click on the certificate file. In this example it's entrust_g2_ca.cer. Right-click on the file, and in the context menu that pops up, click on Install Certificate.

4) The below window appears. Click Next.

5) Click Next again.

6) Click Finish.

Your problem is now resolved! You'll no longer receive the SSL Error 61 in Citrix. Please share this with your coworkers, as this seems to be a very "popular" problem to have. :-)