Disclaimer: I figured this out from other sites and other's hard work. Not only that but another classic case for how much we take advantage of the amazing functionality of OpenSSL.

To import your certificate to Windows, you will first need to combine your primary certificate with your private key file in a .pfx type backup file. To do this, use the following command:

# openssl pkcs12 -export -out DigiCertBackup.pfx -inkey your_domain-name.key -in your_domain_name.crt 

This creates a backup of your primary certificate called DigiCertBackup.pfx. Copy this file to your IIS Server.

Importing your Certificate/Private Key in IIS (from .pfx file format):

1. Start > Run
2. Type in MMC and click GO
3. Go into the Console Tab (or File) > select Add/Remove Snap-in
4. Click on Add > Double Click on Certificates and click on Add > OK
5. Select Computer Account
6. Select Local Computer
7. Click the + to Expand the Certificates Consol Tree
8. Right click on the Personal Certificates Store (folder)
9. Choose > ALL TASKS > Import
10. Follow the Certificate Import Wizard to import your Primary Certificate from the .pfx file. When prompted, choose to automatically place the certificates in the certificate stores based on the type of the certificate.
11. Close the MMC console. In the case that you are prompted, it is not necessary to save the changes made to the MMC console.
12. In your IIS manager, right-click on the site that you would like to use the certificate and select properties.
13. Click on the Directory Security Tab and hit the Server Certificate Button. This will start the server certificate wizard.
14. If you are asked what you want to do with the current certificate on the site, choose to remove it, finish the wizard, and click the server certificate button to run the wizard again.
15. Choose to 'Assign an existing certificate' to the site and choose the new certificate that you just imported.
16. Finish the certificate wizard.
17. Restart the server.