I've seen a lot of questions similar to this, but none that seem to fit my particular case, I'm hoping this is an easy task though.  Sorry if it's been asked before.

I want to connect to an external server via an SSL url (https://).  I've confirmed that the crafted URL works by browsing to it in IE.  While I did this I also exported the certificate as a .cer file.  I then tried to follow the instructions in this article:  http://support.microsoft.com/kb/895971

I did this:

X509Certificate Cert = X509Certificate.CreateFromCertFile("C:\\mycert.cer");

HttpWebRequest Request = (HttpWebRequest)WebRequest.Create("https://YourServer/sample.asp");

Request.ClientCertificates.Add(Cert);

HttpWebResponse Response = (HttpWebResponse)Request.GetResponse();

However I am getting a 401 - Not Authorized error, same as when I was trying this code without the logic to add the certificate.

Is this the appropriate method for connecting to an external server with SSL?  What am I missng?