HAProxy with StartSSL Certs

I’ve tried every combination with the certs that StartSSL provided, and for some reason I am getting

unable to load SSL private key from PEM file ‘/etc/haproxy/certs/default.pem’.
unable to load SSL private key from PEM file ‘/etc/haproxy/certs/server.pem’.

What am I doing wrong?

If anyone is familiar with the certs that StartSSL supplies us with? Which cert goes where??