I've set up SSL on both the open source and network editions of Zimbra (5.0.18) recently and the CSR creation from the GUI didn't work right on either of them. I ended up using the shell to do it:
Change the various names as needed, obviously. I used the resulting CSR with GoDaddy without a problem.
# Generate Zimbra certificate signing request
# Needs to be run by root.
/opt/zimbra/bin/zmcertmgr createcsr comm -new \
-subject "/C=US/ST=OH/L=YourTown/O=Your Organization/OU=Zimbra Server/CN=yourserver.example.com" -subjectAltNames yourserver.example.com