Start Internet Explorer, select Tools, Internet Options, Content, Certificates.
On the Personal Certificates tab, click on the certificate to export and Select Export.
Then follow the Export wizard. When requested, select 'Yes, export the private key', and 'Include all certificates in the certification path, if possible'.
Type a password which you can remember later.
Then select the save location and give the file a name, but leave the 'Type' as 'Personal Information Exchange (*.pfx)'. Once finished the file and associated private key is saved as a pfx file.
