Thanks
Here is how I generated my .csr:
Log in select Server -> SSL Certificates
From this window select the [Create] button.
Now enter in all of your information as you would submit it to your CA and click [Save]
Now you will be taken back to your previous page and you can see the new certificate. Click on it at you will be taken to a details page for the certificate.
From this page one of your links under Related Actions is "Export Certificate Signing Request" that will be the link that will generate your .csr file.
Once I did that I submitted it to my CA and got my .crt back.
This is where I am stuck every time I try and import my certificate it has a save error and fails to import the certificate.