I find it easy to import externally generated SSL certificates using openssl to create a private key, and a certificate request, then fulfill the request from either a Microsoft Certificate Server or from a commercial provider.
I convert the key and certificate to pfx format and copy it to the server. The IIS Server Certificate menu shown in your link easily imports the certificate.
You can also use mmc with the certificates snap-in to import the pfx certificate into to roles you want to use it for. Here are the commands.