SSL VPN - Certificate on remote users PC

I've setup a SSL VPN on a Fortigate 60E and is working fine. To make it more secure I ticked "require client certificate" to ensure the user has a certificate installed on their PC too and it doesn't work the error it gives is "server you want to connect to requests identification please choose certificate" and i have the certificate selected correct.

Have i installed the correct certificate or do i need to use a different one somehow created on the remote users pc then add into the Fortigate?