I just picked up a cert from GoDaddy a couple weeks ago. I don't have any issues with FireFox, Chrome, Safari on OSX, and no problems with IE8 on XP.

Guess I'll have to check the other combinations later.

I would double check the configuration. Maybe something is up with the intermediate certificate?

No, it's godaddy...I have the same problem. Not entirely sure why browsers don't trust godaddy. Perhaps because godaddy is cheap and dirty.

Why would that change between browsers and operating systems?

Because different browsers have different set of root certificates/authorities to authenticate the certificate.

Ah. The host name on the root cert. I was thinking that the host name on the server's certificate was being referenced.