When trying to complete a certificate request in IIS 7 you may experience the error:
This error is described in KB article 959216 but the suggested resolution may not apply to you as the certificate is not imported into the certificate store regardless of the error message as the article describes.
To mitigate this (at least with GoDaddy certificates but it may apply to others), submit a new certificate request from within IIS 7 and log on to the certificate providers website and select re-key for the problematic certificate. Download the re-keyed certificate and select “Complete Certificate Request” in IIS 7, select the .crt or .cer file and supply the friendly name for the certificate.
Hopefully you now have your certificate in the Local Computer\Personal store. Don’t forget to export your certificate with private key and store it in a safe place.