Once you have completed your order you can access the relevant intermediate CA from the order management page. This will ensure you get the appropriate intermediate certificate.
However you can also download intermediates from the following links:
If you are using a SHA2 Certificate make sure you select the SHA2 Intermediate Option.
Please note that SHA2 intermediate certificates are currently issued under SHA1 roots. This does not affect the integrity of the hashing algorithm. Clients trust them for identity purposes and not for the strength of their signature algorithm.