I'm new to the certificates, and this is a first time I bought it.
I generated CSR file (in IIS) and bought certificate using GoDaddy web site. They sent me two files: P7B and CRT. Since I will use the certificate for Azure Web role, I need PFX. How can I create it using only CSR, P7B, and CRT?
Finally I managed to do that. In IIS I selected Complete Certificate Request, installed the CRT certificate, and then used Export option to save it as PFX.