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

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



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

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




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


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

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

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

- Select a file location and click finish

The exported pfx file is ready to use.