I need to generate a security certificate and a CSR and can't remember how to do it

I've bought a new security certificate from a company but they are asking me to add a CSR, which I don't know how to do.
Here's the info they sent me
Completing the SSL Enrollment: To finish the process you must supply your Certificate Signing Request (CSR). Click here for support with generating your CSR.

When generating your CSR please also be sure to enter your details as follows:

Country Name: GB
State or Province Name: East Sussex
Locality Name: Brighton
Organization Name: Planet Attraction Limited
Common Name: attractiontarotcards.com