Import Server Certificate - No Request Key Found

I've imported the CA cert(s) in preparation of importing the new (not renewal) server cert in DCM, but I'm getting error...

No request key is found for the certificate. If you are trying to receive the signed certificate, you must be using the same certificate store that was used when the certificate was requested. If this is a CA certificate, you should use the function for importing a CA.

I realize that it is true that I do not have a matching CSR that was generated.  I used QSH and OpenSSL to generate the CSR (P10) because I was initially having trouble getting it created in DCM.  DCM was requiring State / Province for some unknown reason.

I have seen people allude that they figured out a work around, but never see the solution posted.  Can OpenSSL be used to import the server cert to the *SYSTEM Cert Store?  Can KEYTOOL (Java, I believe) be used?

I'm a newbie at all of this SSL, so don't get offended at my incorrect thoughts and terminology.
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