This is more or less the same problem as in this question. You need to prepare a file representing the certificate chain, each certificate followed by the CA certificate that issued it.
-----BEGIN CERTIFICATE-----
MIICajCCAdOgAwIBAgIBAjANBgkqhkiG9w0BAQUFADA7MQswCQYDVQQGEwJVSzEa
....
-----END CERTIFICATE-----
-----BEGIN CERTIFICATE-----
MIICkjCCAfugAwIBAgIJAKm5bDEMxZd7MA0GCSqGSIb3DQEBBQUAMDsxCzAJBgNV
....
-----END CERTIFICATE-----
You may need to export your EEC (End Entity Certificate) from your keystore first (keytool -exportcert ...). Then, use the text editor of your choice (vi, emacs, gedit, ...) or cat to concatenate your EEC and the intermediate certificate(s) in order. Then import the resulting file into your keystore against the alias that contains your private key (keytool -importcert -alias ...).
