MDS MDM Push cert not working

I followed the instructions for the push cert. At the final step, it says:

No Private Key Found

The private key was not found. This key is created when you generate a APNS certificate request and it is deleted when successfully imported.

Not sure what the issue is.

Did you purchase a push certificate from twocanoes? When you export the request for uploading to profile.twocanoes.com is what the key is created.

tim