Trzeba sciagnac OpenSSL: http://www.openssl.org/related/binaries.html

openssl pkcs12 -export -out certificate.pfx -inkey privatekey.txt -in certificate.txt -certfile intermediate.txt

Źródło: http://nickstips.wordpress.com/2010/09/08/sql-ssl-and-sql-server-2008-creating-the-certificate/