For a while now, my wife and I have been trying to figure out why it was so hard to find kosher certified cheese. There are a lot of food products in normal grocery stores that have been certified kosher by a rabbnic authority. All you have to do is look for the seal of a rabbinc authority on the packaging. Cheese, however, is a different matter.
We had talked to several people to ask why this was the case and received a very wide range of answers, ranging from lard being used as a thickening agent to the rennet coming from swine. I recently came across a website from a rabbinic kosher authority with clear information as to why certain cheeses are not certified kosher, clarifying a lot of the myths behind cheese production. You can find the article on the Star-K website, and information on rennet in general on Wikipedia.