mmc > Add/Remove Snap-in > Certificates > Add > Computer Account > Next > Local Computer > Finish
Locate the key you wish to Export in .pfx format
Yes, export the private key
Select Personal Information Exchange – PKCS #12 (.PFX)
Include all certificates in the certification path if possible
Export all extended properties
Give a password to protect this certificate bungle.
Strongly recommend to set password since your private key is incorporated.
Save to desired location
Click Finish to complete the export process