If the SSL Certificate file provided by your Certificate Authority is not compatible with your web server, you have no option but to convert its format. So how do you do it? OpenSSL command is the answer. All you need to do is run these OpenSSL commands on your computer and you'll have your certificate in your desired format.
openssl x509 -outform der -in certificate.pem -out certificate.der
openssl crl2pkcs7 -nocrl -certfile certificate.cer -out certificate.p7b -certfile CACert.cer
openssl pkcs12 -export -out certificate.pfx -inkey privateKey.key -in certificate.crt -certfile CACert.crt
openssl x509 -inform der -in certificate.cer -out certificate.pem
openssl pkcs7 -print_certs -in certificate.p7b -out certificate.cer
openssl pkcs7 -print_certs -in certificate.p7b -out certificate.cer
openssl pkcs12 -export -in certificate.cer -inkey privateKey.key -out certificate.pfx -certfile CACert.cer
openssl pkcs12 -in certificate.pfx -out certificate.cer -nodes