Hi,
you must download the test certificates in the NV area on MSP430 based platform. Please refer to section 2 in Smart Energy Sample Application User's guide to see how to generate the test certificate that can be downloaded with Z-tool from the ones you get from Certicom as well as section 3.2 and 3.3 of that same document to learn how to download the keys, IEED addr and certificate using Z-tool or a FET-Pro430 device.
Thanks,
TheDarkSide