How to create certificate with private key

This is Windows server 2003 Active Directory. I wanted to enable LDAP and SSL in the same. While searching I found KB http://support.microsoft.com/kb/321051. Followed the mentioned instructions to enable the same but at one step it says I need to install a certificate into the computer's Personal store which should have an associated private key. Here’s the problem starts. I took certificate request specified in that article and modified the Subject line. Then I created certificate request using 'certreq -new'. But the problem I’m facing is that this certificate does not end up with an associated private key.

I have deleted and revoked some earlier certificates on my system. Could their presence be, somehow, interfering with the creation of a private key-associated certificate for this system? Please help.

Your situations sounds bit complicated. SO before i can suggest you something can you just tell how actually generating Your certificate, i mean, does your CA have an option to export certificate with private key?Also does your CA isn't working as an enterprise CA?

Anyways, if you are requesting certificate from CA through web page then you should find an option there to mark keys as exportable and export them to the file. See if it works.

Thanks for the help JUSTICE. I followed the exact procedure mentioned in this Microsoft Article: http://support.microsoft.com/kb/321051. I haven’t made any mistake in the procedure. Please check that article and tell me what is wrong?