Cert2Pfx
The Cert2Pfx example explains how to open a certificate from a file, associate a private key from a PVK file with it and finally how to export the certificate and private key to a PKCS#12/PFX file.
This example is distributed together with the source code of the Mentalis.org Security Library. It is located under the Samples\Certificates\Cert2Pfx directory.