Java SE (Java Platform, Standard Edition)

When I logged into my new standard account in my windows 7 laptop, the first thing that came up was a security alert pop-up that said something like this:

Revocation information for the security certificate for this site is not available. 
Do you want to proceed?
YES NO VIEW CERTIFICATE

I clicked on VIEW CERTIFICATE and this is what came up:

This cert is intended for the following purposes(s):
Ensures the identity of a remote computer. 
Issued to:  javadl-esd-secure.oracle.com
Issued by:  USER Trust Legacy Secure Server CA. 

Now, this is funny because I didn't even access a website or anything. I have the latest Java 7 Update 5. I also noticed in the bottom of the VIEW CERTIFICATE page, there was an option to *"Install Cert."*

Not knowing what it really means, I installed the certificate into some sort of certificate store? It said it's supposed to be some sort of partition that keeps all your certificates? So, I thought, "mind as well", and just began installing the certificate into the store. After that, I went back to the Security Alert pop-up and just clicked NO.

As I researched a little about installing the certificates, I heard that it's actually something that a standard user should not do? Is this true? Did I just make a huge mistake that would put my security at risk?

Better question... What was the whole point or meaning of installing certifications into a store?

On the good side though... that security alert no longer pop-ups anymore.

I tried looking for information about my case, but I could hardly find any.. Could someone please please help me?

Thanks.