The official instructions will ask you to download a [pem file]. Windows will not read this PEM file properly; instead download the corresponding p7b file - https://s3.amazonaws.com/rds-downloads/rds-combined-ca-bundle.p7b.
Once you download the file, invoke the Certificate Manager program, certmgr.exe, from the command box that opens when you click the Start button. Instructions here. Make sure you import it into the "Trusted Root Certification Authorities" logical store.
certmgr /add /c rds-combined-ca-bundle.p7b /s /r localMachine root