Create a certificate request (CSR). There're lots of documentation for this, mail me if you need help. Basically you do it from the IIS management console. (IIS 7 is different from previous versions by trying to make it "easier" but it assumes the user is illiterate - has lots of pictorial icons.) This will generate a Base64 encoded file, and it will also remember that there is a pending request.
If you use a commercial provider, then just copy and paste the contents of the file in your application.
If you want to use Windows Server 2003's certificate services, go to the server's website: /certsrv.
Either of the above will give you a .cer or .crt file. Go back to the IIS management console server certificate option and use the "Process pending request" option.