If you have access to Open SSL tools, you may use the following commands:
Generate The Private Key
openssl genrsa -out domain.key 1024
Generate the CSR
openssl req -new -key domain.key -out domain.csr
The domain.csr is a text file that you can copy/ paste to the certificate authority.
Alternatively you may generate a private key, a CSR and a temporary, self signed certificate from your control panel. Before doing this, you will need to switch your domain name to use a dedicated IP Address.
Please note that the private key should be treated as an important and secret data as it can be used by malicious people to decrypt the secure communications done via your SSL certificate.