I have been trying to create a self-signed server certificate with no success. I have tried creating it using makecert and then converting the cer+pvk to pfx using your tool. the certificate loads fine, but when it tries to decrypt the data it fails. I have also tried to create a certificate using ssl, but I cannot set the "server pourpose" oid, so the certificate is not usable for the server (I could ignore that check, perhaps, but I am not sure that's the right thing to do).
Would you have any suggestions? Either the procedure to create the server certificate using openssl, or how I can fix a certificate created with makecert and converted with your sample tool.

Thanks in advance!

We use Microsoft Certificate Server to create our test server certificates. I've never created server certificates with OpenSSL or makecert, but maybe this helps: http://www.inventec.ch/chdh/notes/14.htm

Thanks for your help, that link definitely helped. Following their steps as well as the ones described on the link included in the page: http://support.microsoft.com/default.aspx?scid=kb;EN-US;232136
I could create a working self-signed certificate, valid for a server.