How can I create a PFX certificate signed by some CA from scratch?

I want to create a certificate for my domain locally and then sign it, for example with the getaCert.com service. But at the end I get an error.

Below are the steps:

• Create config for OpenSSL openssl.cnf based on http://www.dylanbeattie.net/docs/openssl.conf

• Generate my.key private key and my.csr certificate request

  openssl req -new -nodes -keyout my.key -out my.csr -newkey rsa: 2048 -config openssl.cnf

• Submit my.csr to http://www.getacert.com/signacert.html and download my.cer signed public certificate and getacert.cer CA certificate

• Try to create a PFX

  openssl pkcs12 -export -in my.cer -inkey my.key -out gd.p12 -certfile getacert.cer

Error: the certificate does not match the private key

Why? And what am I doing wrong?

Here is a similar question, but without a reasonable answer

using OpenSSL to create a .pfx file

Is it possible to convert an SSL certificate from a .key file to a .pfx?