Export the Private Key:
# openssl pkcs12 -in filename.pfx -nocerts -out key.pem
Remove the password from the SSL certificate (unencrypted is needed for plesk):
# openssl rsa -in key.pem -out server.key
Export the certificate:
# openssl pkcs12 -in filename.pfx -clcerts -nokeys -out cert.pem
Now upload the certificate:
And bind the certificate in your hosting settings: