Where can I get a PEM (private) key?

I am working on IdP-initiated SAML response for Salesforce and need your help.

I was working with the code and found that I need a .pem开发者_开发知识库 (private) key.

KeyStore.PrivateKeyEntry pkEntry = (KeyStore.PrivateKeyEntry)   ks.getEntry("alias", new KeyStore.PasswordProtection(password));
PrivateKey pk = pkEntry.getPrivateKey();

The PEM key will be used to sign my response signature. Where can I get a .pem key?

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openssl req -x509 -nodes -days 365 -newkey rsa:1024 -sha1 -subj ‘/C=US/ST=CA/L=San Mateo/CN=www.appirio.com’ -keyout key-mycompanyrsa.pem -out cert-mycompanyrsa.pem

More info: http://blog.jeffdouglas.com/2010/07/06/using-rsa-sha1-with-salesforce-crypto-class/