Isn't there something like a certificate revocation mechanism, that basically makes your PC to connect to the CA each time you want to use a cert?
There's a standard protocol for that but AFAIK most systems don't use it, because it would make the revocation servers a central point of failure for the entire web. Typically certs that get revoked (it's rare) end up in a hard-coded list in the browser source code, so they can be checked locally.
Anyway, all the revocation server does is look up the cert in a list and say "yep! it's revoked!". Your browser is free to ignore this and some of them will let you do so. Revocation is really a non issue, CA's don't have any real power to take back a cert they issued beyond issuing a new statement saying, "whoops our bad". And normally this is not controversial (i.e. the SSL keys were stolen).