How do I create a pfx file?
You do this by using pvk2pfx which came with the Net Framework. Goto the Visual Studio command prompt and typing the following
pvk2pfx -pvk [pvkfile location] -spc [spcfile location] -pfx [pfxfiletocreate] -pi [pvkpassword] -po [pfxpassword] -f
[pvkfile location] is where your Certificate is located
[spcfile location] is where your private key is located
[pfxfiletocreate] is where you want your pfx file to be created at
[pvkpassword] is the password assigned to your private key. You would have set this when you bought your certificate
[pfxpassword] is the password you want to set for your pfx file.
I assume if you do not have Visual Studio, you can do this from the command prompt as well. I have not tried that however since I did it within Visual Studio.