Now that the web server is prepared with a server certificate you can continue with client certificates.
By default IIS will ignore client certificates. You need to change some settings. Go to the properties of the particular web application in Internet Services Manager:
There should be an active Edit button. Click it and change the settings of the Client certificates setting from Ignore client certificates to either Accept or Require client certificates.
Note that the Require client certificates option only becomes active when you select Require secure channel (SSL) at the top.
With these settings the server will ask (or demand) client certificates from the browser. However, at this point the client has no certificates, so this dialog will appear (on IE 6.0 or lower):
Now we need to get certificates onto the client.