Resolution
If you perform a Simple Certificate Enrollment Protocol (SCEP) request, add these two lines into the VPNClient.ini file. This allows you to select the key size.
[CertEnrollment]
Keysize=what key size you want
The VPNClient.ini file is located under C:\Program Files\Cisco Systems\VPN Client.
Note: The VPN Client only supports up to 2048 key sizes.