I had this problem at work. Nokia doesn't download a self-signed certficate automatiicly as does iphone/windows/etc...
1) log in a windows machine (using same username/password/domain ) combination as in the PEAP.
2) Start-> Run-> certmgr.msc
3) Under "Intermediate Certificates"->Certificates
4) look for your company certificate, dbl click it, click details, Copy to File, Next (DER), save file
4) copy it to your nokia
5) Using File-Mgr within nokia click on the file from (4)
6) approve it to All (VPN, Internet...)
7) define the CA from 6 in the Access point PEAP settings instead of none.
8) you should be able to connect now