If you aren't able (or willing) to setup openssl on your windows machine, there are various GUI wrappers around the toolset which you might be able to use instead. XCA is an open source wrapper around the OpenSSL toolset which allows you to create keys, csrs and certificates via a GUI and stores all of the generated items in a database file.
First you need to download XCA, which is an open source wrapper around the openssl toolset from:
This proprietary database is useful for the xca tool only and helps you store your keys, csrs, and certificates, the database file is not used in any part of the process with Betfair.
Equivalent Open SSL Command - Create a public/private RSA key pair using openssl
openssl genrsa -out client-2048.key 2048
Equivalent Open SSL Command - Create a certificate signing request (CSR).
openssl req -new -config openssl.cnf -key client-2048.key -out client-2048.csr
Equivalent Open SSL Command - Self-sign the certificate request to create a certificate
openssl x509 -req -days 365 -in client-2048.csr -signkey client-2048.key -out client-2048.crt -extfile openssl.cnf -extensions ssl_client
We will now create and sign a certificate from the first two steps:
You can then press OK to create the self-signed certificate.
Next we need to export the key and the certificate for use in our application.
You should upload the .crt file exported to the My Security page on Betfair.com to allow this certificate access to your account.