Once the information has been filled in, an SMS will be sent to the mobile device with a link to download the new security certificate (which it's a malicious application).
It is important to emphasize that depending on your mobile vendor, the link will be pointing to a Symbian application (.sis) or a BlackBerry one (.jad). Why those vendors and for instance iPhone is not there? Any user can install any application in those vendors just by clicking 'ok' when asking for it in the device. iPhone only can install applications through the AppStore (unless they are jailbroken, but that's another story)