It seems that the Orange guys have taken special care to make your life hard here. Reason for the observed behavior:
Usually the HTC certificates are installed on the HTC devices and any HTC signed application should so run on the device. As you see it does not - it seems that their devices have excluded the HTC default certificates :-(
But we should find a way to get that cracked open...
Microsoft has a security configuration manager tool:
http://www.microsoft.com/download/en/details.aspx?id=998 which can handle security policies via the RAPI interface. It may be that it will not work for the same reason as SDA Unlock, but is worth a try. Install that on the PC and execute there when the device is on and connected via AS. When you see that the tool has recognized the connected device and received the security Config, then select Menu->Device->Add Development Certificates. Then select on the left side "Security Off" configuration and then push the "Provision" button. Hope that works.
There is still one more option (Gold Card) - but this is a little more complicated. Two ways to flash then, not sure if both work, but flashing via micro-SD will for sure.