Use OpenSSL. It's a command line based utility that'll generate your CSR for you. It's a 2 liner, literally! Creating your key, and then creating the CSR with that key.
1. Key Generation
openssl genrsa -des3 -out filename.key 2048
This command should create a file with name filename.key in the directory from which the > command is ran. The output will be similar to:
Generating RSA private key, 2048 bit long modulus
Enter pass phrase for filename.key:
Verifying - Enter pass phrase for filename.key:
Choose and enter a passphrase for filename.key and remember it because it will be needed later. Successful outcome of this use case is the key file generation. File filename.key can be viewed by using Notepad on Windows or text editor on Unix/Linux.
2. CSR Generation
openssl req -new -key filename.key -out filename.csr
where filename.key is the file generated previously. This command should create a file filename.csr that contains Certificate Signing Request. The output will look similar to:
Enter pass phrase for filename.key:
You are about to be asked to enter information that will be incorporated into your certificate request.
What you are about to enter is what is called a Distinguished Name or a DN. There are quite a few fields but you can leave some blank.
This procedure should create file filename.csr that contains CSR in PKCS#10 format. This CSR needs to be delivered to the CA administrator.
Successful outcome of this use case is CSR file generation. File filename.csr can be viewed by using Notepad on Windows or text editor on Unix/Linux. The content of the file should be similar to:
-----BEGIN CERTIFICATE REQUEST-----
MIIB/TCCAWYCAQAwgYExCzAJBgNVBAYTAkNBMRkwFwYDVQQIExBCcml0aXNoIENv
bHVtYmlhMRIwEAYDVQQHEwlWYW5jb3V2ZXIxETAPBgNVBAoTCFRlc3QgT3JnMRUw
...snip...
Best Answer
You're installing the certificate into your user account's certificate store. Use the "Import" functionality inside the Certificates MMC snap-in, targeted at the computer, to import the certificate into the computer's certificate store.