Unfortunately, you haven't really provided enough detail to go on. FiddlerCore can be used with all browsers and the certificates it generates can be trusted by browsers.
You haven't said which certificate generator you're using?
The FAQ page in question was written by a third-party and it's misleading at best. You should instead look at the Program.cs demo code that comes with the FiddlerCore installer. Specifically, you'll usually want to call:
But if you're using the CertMaker addon you'll also need to ensure that you cache the root certificate and reuse it on subsequent invocations of your program; see http://weblog.west-wind.com/posts/2014/Jul/29/Using-FiddlerCore-to-capture-HTTP-Requests-with-NET
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