SSLSHopper has some pretty thorough articles about moving between different servers.
http://www.sslshopper.com/how-to-move-or-copy-an-ssl-certificate-from-one-server-to-another.html
Just pick the relevant link at bottom of this page.
Note: they have an online converter which gives them access to your private key. They can probably be trusted but it would be better to use the OPENSSL command (also shown on this site) to keep the private key private on your own machine.