Certificate request problems

I am trying to create a self signed web certificate to test out some
stuff through https on my test server. Problem is that after going
through the web certificate creation wizard, the certificate request
file that it creates is not in pkcs #10 format. I have windows 2003
sp2 installed. The server is a member server in a workgroup. Only
site installed for now is the default site. Has anyone else had this
problem? I checked MSFT knowledge base and have not been able to find
a solution for this (though it seemed to be a problem in iis 5.x).