VPN Client: Error 39 - Unable to import certificate .pfx .p12 on Mac OSX

If you're using a Cisco VPN client on the Mac, importing .pfx certificates that work may require using keychain access.
What has worked for me:
Import .pfx into Keychain Access
Export that same certificate FROM Keychain Access as a .p12 file
Now, import the .p12 into the Cisco VPN client.

good luck