To answer my own question.
To generate a valid CSR (for use with verisign) and key file.
1) Use openssl under cygwin if you don't have a *nix box.
2) Use the novell tool gwcsrgen2.exe (albeit with 512 bits)
It appears that CSACS 3.1 csr function does not work with verisign since verisign WWW site states that if you are requesting a cert from outside the US, the CSR must contain the ISO country code etc!!
Graham