All you should need to do is: Nothing. It works for me by just typing "https://..." for the URL in the browser.
Are you using a WAP or Internet Access Point? Is your operator allowing https through their gateways/proxies?
Thank you
I am using an Internet Access Point. (3G)
Tried to connect to https://support.nokia.com/ but it did not work.
Do not get an error message the phone is just thinking but nothing happens.
Works for me with a regular Internet access point and any https://... site (including those you posted in your original message + a couple of others) and the browser (Web) that comes on my 6630.