How to create .pfx files using .crt?

Hello,

I have created certificates (.crt) using Microsoft CA

I do also have original request and .key file

I do also need .pfx files for same before can install in the application.

How to create .pfx files using .crt?

reffred this but no help :http://technet.microsoft.com/en-us/library/dd261744.aspx 

Thanks