Creating an SSL Certificate for Azure App Services

1. Generate the CSR (Certificate Signing Request).  An easy way to do that is https://www.digicert.com/easy-csr/openssl.htm
2. Take the output of this page and run it in a Bash shell, or some place that you have access to the OpenSSL library.  This will create a csr file and a key file. 
3. Buy the certificate.   These guys have good prices: https://www.ssls.com
4. As part of the checkout, it will ask you to type in the text of the CSR file generated by OpenSSL in Step 2 above. 
5. Not sure what to select when asked for Apache vs Windows.  But selected Windows, and I got a .cer file.  Support had to send me a .crt file instead. 
6. After verifying who you are, then will send you a .crt file. 
7. Use OpenSSL again to convert the .crt file and the .key file to a pfk
   openssl pkcs12 -export -out myserver.pfx -inkey myserver.key -in myserver.crt
8. Upload the resulting .pfx file to the server.
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Some of this is taken from: https://azure.microsoft.com/en-us/documentation/articles/web-sites-configure-ssl-certificate/#bkmk_iismgr