Configuring a recovery agent

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Hi guys, how is everyone.
I got stuck trying to configure a recovery agent. I got up to the part where I had to right click on the Encrypting file system and choose add data recovery agent. But then , the certificate is a *.cer file. Where do I look for that file or do I create it.

Thanks a lot fellas, your help is appreciated.

 

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Guys, this is for the 70-270, sorry forgot to mention that earlier.

 

fellas, its all cool, i figured it out.
dont bother replying to this post if there are anymore issues I 'll start another thread.