We know that some hosts (Godaddy is a prime example) refuse to supply the private key of the certificates you buy from them.

key from a .pfx: openssl pkcs12 -in certname.pfx -nocerts -out key.pem -nodes
export certificate: openssl pkcs12 -in certname.pfx -nokeys -out cert.pem
remove passphrase: openssl rsa -in key.pem -out server.key