Below are the steps to generate the CSR key for SSL using IIS 5.0:

1) Select the Internet Information Services console (IIS) within the Administrative Tools menu.
2) Select the computer and web site (host) that you wish to secure. Right click to mouse and select Properties.
3) Select the Directory Security tab.
4) Select Server Certificate under Secure Communications
5) Click Next in the Welcome to the Web Server Certificate Wizard window.
6) Select create a new certificate, Click Next.
7) Select Prepare the request now, but send it later.
At the Name and Security Settings screen, fill in the [friendly] name field for the new certificate. Select bit length. Recommend using 1024-bit length. Click Next.

Note: When creating a CSR you must follow these conventions. Enter your Distinguished Name Field information. The following characters can not be accepted: < > ~! @ # $ % ^ * / ( ) ?&. This includes commas.

9) Enter your Administrator contact information.
10) Enter a path and file name for the CSR. Verify your request and then click Next.
11) At the Completing the Web Server screen, select Finish.
12) DO NOT REMOVE the pending request or the .crt file will not match and your certificate will not install.

One important thing. in the comman name field use the full website name with www. for example www.yourdomainname.com other wise you will see a warning message if you open the website without www.