When using SSL certificates with either Azure or IIS, you'll often have to convert .cer file obtained from your issuing authority to a password protected encrypted pfx certificate. 

This can easily be accomplished using the MMC.

How to convert cer file to pfx

  • Click window + r and type in mmc to run the console
  • Click File | Add / Remove Snap-in...
  • Select certificates

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  • Select computer account and next/ok to load the certificate snap-in

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  • Navigate to Certificates (Local computer) | Web Hosting | Certificates right click and select All Tasks | Import

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  • Browse to the file to import and click OK to the Web Hosting as shown below.

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  • Right click on the loaded certificate and select All Tasks | Export

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  • When prompted select yes, export the private key (note: this is not the default value)

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  • Leave the defaults Personal Information Exchange and the child option Include all certificates in the certificate path if possible selected

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  • Select the Password checkbox and (re)enter a certificate password

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  • Select a file location and click finish

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The exported pfx file is ready to use.