To the best of my knowledge you need to generate the CSR on the device to which is to be applied. I may be wrong on that as I have never tried otherwise. The process for the Netgear is outlined starting on page 7-13 of the following link/manual
ftp://downloads.netgear.com/files/FVS336G_RM_28Feb09.pdfThere is a full outline of certificate management starting page 7-10 which includes verifying if your current certificate is installed correctly.