When you try to install a certificate from a PKCS#7 file by using Internet Information Services (IIS) 7.0 Manager, you may receive the following error message:
Cannot find the certificate request associated with this certificate file. A certificate request must be completed on the computer where it was created.
This issue occurs because IIS Manager performs a lookup operation to look for a friendly name of the certificate during the installation. However, the code that performs this lookup operation misses this specific case, and it does not know how to retrieve the friendly name of a certificate in a PKCS#7 file. Therefore, the lookup operation fails, and you receive the error message.
For resolution please refer to Microsoft KB959216