How to create a PFX file

makecert.exe -sv MyKey.pvk -n "CN=My Test Site" MyKey.cer -sky exchange

"C:\Program Files\Microsoft SDKs\Windows\v6.0A\Bin\pvk2pfx.exe" -pvk MyKey.pvk -spc MyKey.cer -pfx MyPFX.pfx -po

Note: "-sky exchange" avoids errors like "SSL Certificate add failed, Error: 1312"