You do NOT need openssl or makecert or any of that. You also don't need the personal key given to you by your CA. I can almost guarantee that the problem is that you expect to be able to use the key and cer files provided by your CA but they aren't based on "the IIS way". I'm so tired of seeing bad and difficult info out here that I decided to blog the subject and the solution. When you realize what's going on and see how easy it is, you will want to hug me :)
SSL Certs for IIS with PFX once and for all - SSL and IIS Explained - http://rainabba.blogspot.com/2014/03/ssl-certs-for-iis-with-pfx-once-and-for.html
Use IIS "Server Certificates" UI to "Generate Certificate Request" (the details of this request are out of the scope of this article but those details are critical). This will give you a CSR prepped for IIS. You then give that CSR to your CA and ask for a certificate. Then you take the CER/CRT file they give you, go back to IIS, "Complete Certificate Request" in the same place you generated the request. It may ask for a .CER and you might have a .CRT. They are the same thing. Just change the extension or use the . extension drop-down to select your .CRT. Now provide a proper "friendly name" (*.yourdomain.com, yourdomain.com, foo.yourdomain.com, etc..) THIS IS IMPORTANT! This MUST match what you setup the CSR for and what your CA provided you. If you asked for a wildcard, your CA must have approved and generated a wildcard and you must use the same. If your CSR was generated for foo.yourdomain.com, you MUST provide the same at this step.