You need to run:
openssl pkcs12 -export -out domain.name.pfx -inkey domain-name.key -in domain-name.crt
This will export the crt and the private key to PFX.
You need to run:
openssl pkcs12 -export -out domain.name.pfx -inkey domain-name.key -in domain-name.crt
This will export the crt and the private key to PFX.