Hello Marcos,
Additionally to the documentation Samuli sent you (and these steps indeed must be done), such error means that your SNC SAPCryptolib PSE's certificate is not signed/trusted by any known CA and, therefore, by your client.
You can either use a signed certificate into your PSE or to export your PSE's certificate and import it into your client machine too.
Best Regards,
Guilherme de Oliveira