Creating a Certificate Request File

you can use openssl or ssleay (they both are unix programs)

or:

http://java.sun.com/docs/books/tutorial/security1.2/sigcert/

as a further step:

if you want your clients to sign their e-mails
http://www.verisign.com/products-services/security-services/pki/pki-application/email-digital-id/index.html

if you want to sign your clieant applications (code signing)
http://www.verisign.com/products-services/security-services/code-signing/index.html

this client cert is for an asp.net application in windows 2003, sorry i should've mentioned that. will your links work? the cert request is for a specific someone.

yes, they will work. certificates are standart. But .NET package should contain a tool for this. I am not familiar with .NET but a quick google search turned out tools like

signcode.exe
makecert.exe

http://msdn.microsoft.com/library/default.asp?url=/library/en-us/cptools/html/cpgrfCertificateCreationToolMakeCertExe.asp

Creating a key-pair
http://msdn.microsoft.com/library/en-us/cpguide/html/cpconcreatingkeypairforuseincreatingstrongly-namedassembly.asp

after creating a key pair enroll with verisign's code signing digital id program
http://www.verisign.com/products-services/security-services/code-signing/digital-ids-code-signing/how-it-works.html

does makecert create a key pair and Certificate Request File? thanks for all the suggetions though