Microsoft systems and the products of some Microsoft-dominated vendors (like HP and Brother) will not accept separate SSL keys and certficates. Instead, these need to be bundled together in PKCS12 format.
Converting PEM certificates to PKCS12 format is easily done with the openssl utility:
openssl pkcs12 -export -out _.example.com.pfx -inkey _.example.com.key -in _.example.com.crt
The name of the output file is specified after "-out". The original certificate key in PEM format is after "-inkey",