Correct way in new versions of nginx

Turn out my first answer to this question was correct at certain time, but it turned into another pitfall - to stay up to date please check Taxing rewrite pitfalls

I have been corrected by many SE users, so the credit goes to them, but more importantly, here is the correct code:

server {
       listen         80;
       server_name    my.domain.com;
       return         301 https://$server_name$request_uri;
}

server {
       listen         443 ssl;
       server_name    my.domain.com;
       # add Strict-Transport-Security to prevent man in the middle attacks
       add_header Strict-Transport-Security "max-age=31536000" always; 

       [....]
}

The certificate was not exportable, so I was unable to use Roberts suggestion. Ultimately, I had to rekey the certificate at the Go Daddy account management page, and install it on both servers again. Some of the options during the wizard for the install on IIS6 were grayed out for me, and my initial attempt on that server failed. I ended up installing the certificate on the new server (IIS7), and then exporting that certificate in a .pfx format, and then importing that version into the IIS6 installation. At which point everything started working.