Getting a GoDaddy SSL Certificate (Part I)
Creating a Certificate Signing Request (CSR)
Note: To create an SSL certificate, you must first generate and submit a Certificate Signing Request (CSR) to the Certification Authority (CA) (i.e. GoDaddy). The CSR contains your certificate-application information, including your public key. The CSR will also create your public/private key pair used for encrypting and decrypting secure transactions.
These instructions are based on my experience using a Mac OS X laptop. The following probably won't work if you are not working from a unix-based system (i.e. Mac OS X / Ubuntu Linux / etc.).