So, after much grief I found out how to set up a new SSL certificate in lighttpd:
domain.key is the key you signed your CSR with.
domain.cert is what you have just "Picked up" from Thawte. You want the X.509 one.
cat domain.key domain.cert >domain.pemNote, please change domain to whatever the FQDN your certificate is for.
You then need to following two lines in your lighttpd config file
ssl.pemfile = "/etc/lighttpd/domain.pem"The CA Bundle is a chain of certificates. Normaly, an SSL cert is signed directly by a root certificate installed with the browser. But Thawte likes doing things the hard way. So they signed a certificate with their root and now sign all new SSL certs with that intermediate certificate. So the web server has supply both the SSL cert and the intermediate certificate to the browser. That's what SSL123_CA_Bundle.pem is. If you bought one of the more expensive options, you should download another bundle.
ssl.ca-file = "/etc/lighttpd/SSL123_CA_Bundle.pem"