Registration and Key Saving Tips
When creating a PFX file with the private key, you will save the private key together with the X.509 certificate in the personal certificate store on your computer. The key is saved so that it could be easily exported. Thus, you should export your personal certificate, copy it and delete from the certificate store to complete the registration. When exported into a PFX file, you can click on the certificate to install on any of your computers.
In other words, if you want to use a PFX file, you should save the private key file in the personal certificate (PKCS#12 standard).
You should back up the private key (personal certificate) and save the backups in a safe place.