After needing to use a cer file in Windows Azure to sign a web request I needed to upload the given CER file to the cloud and into my Azure nodes. This however proved problematic when the Windows Azure Management Portal only allowed the upload of PFX certificates (with a password) so I had to find a way to transform the current CER certificate to a PFX certificate.
This method create a PFX certificate from a CER certificate at the location specified and gives a password to be used with the PFX certificate so that it can be successfully uploaded to Azure and used to sign my http requests.