WHD, Windows and Self-Signed Certificates

How do you guys recommend getting the web help desk to use a self-signed certificate for SSL that needs to be exportable to windows machines?

For instance:

WHD Server Name: WHD-1

Domain DNS Alias: helpdesk.corp.local

- points to WHD-1

URL: https://helpdesk.corp.local

- The certificate should reflect the DNS alias and be in a format to import into Windows (PCKS12, etc.)

Any help you guys could provide would be appreciated - thank you.