The certificates you receive will be:
GTECyberTrustRoot.crt
ComodoSecurityServicesCA.crt
domain.crt

These must be imported in the correct order:
GTECyberTrustRoot.crt
ComodoSecurityServicesCA.crt
domain.crt

Please replace the example keystore name 'domain.key' with your keystore name

Use the keytool command to import the certificates as follows:
keytool -import -trustcacerts -alias root -file GTECyberTrustRoot.crt -keystore domain.key

Use the same process for the Comodo certificate using the keytool command:
keytool -import -trustcacerts -alias comodo -file ComodoSecurityServicesCA.crt
-keystore domain.key

Use the same process for the site certificate using the keytool command, if you are using an alias then please include the alias command in the string. Example:

keytool -import -trustcacerts -alias yyy (where yyy is the alias specified during CSR creation) -file domain.crt -keystore domain.key

The password is then requested.
Enter keystore password: (This is the one used during CSR creation)
The following information will be displayed about the certificate and you will be asked if you want to trust it (the default is no so type 'y' or 'yes'):
Owner: CN=GTE CyberTrust Root, O=GTE Corporation, C=US
Issuer: CN=GTE CyberTrust Root, O=GTE Corporation, C=US
Serial number: 1a3
Valid from: Fri Feb 23 23:01:00 GMT 1996 until: Thu Feb 23 23:59:00 GMT 2006
Certificate fingerprints:
MD5: C4:D7:F0:B2:A3:C5:7D:61:67:F0:04:CD:43:D3:BA:58
SHA1: 90:DE:DE:9E:4C:4E:9F:6F:D8:86:17:57:9D:D3:91:BC:65:A6:89:64
Trust this certificate? [no]:

Then an information message will display as follows:
Certificate was added to keystore

All the certificate are now loaded and the correct root certificate will be presented.