Generate key pair
openssl genrsa -out wildcard.domain.com.privkey.pem 1024
Generate certificate request
openssl req -new -key wildcard.domain.com.privkey.pem -out wildcard.domain.com.cert.csr
Make sure you enter *.domain.com when asked for common name.
From \OpenSSL\bin\PEM execute
../openssl ca -cert <path>/CA.crt -in <path>/wildcard.domain.com.cert.csr -keyfile <path>/CA.key -days 3650 -out <path>/wildcard.domain.com.cert.cer
Export the certificate
openssl x509 -in wildcard.domain.com.cert.cer -out wildcard.domain.com.cert.x509.cer
Export the private key
openssl.exe pkcs12 -export -inkey wildcard.domain.com.privkey.pem -in wildcard.domain.com.cert.cer -out wildcard.domain.com.privkey.pfx
I suggest you use a password for this one
Follow this on how to import the certificate and the private key.
This entry is based on how to and iis how to.