I just renewed my SSL certificates today, and went with the cheapest I could find. The new certifcates are chained, and I am not about to spend even more money on new certificates. I am surprised this support isn't already there.
I found another thread talking about Cherrypy having the support, but SABnzbd not having it. So I have made a basic patch for SABnzbd 0.7.3 that works for me. For the chain file I took the ca-bundle.crt file from my distributation, in this case CentOS, and copied it. Then I appended the chain file from my SSL certificate provider. I then added the line to my sabnzbd.ini.
http://proton.cygnusx-1.org/~edgan/SABn ... hain.patch
Config file change:
https_chain = /etc/pki/tls/certs/ca-bundle-intermediate.crt