I finally figured out how to get a working cert and private key but I get this nasty error:
Using the following certificate:
CERTIFICATE:
Format: X509
Name: amsoftware
Issuing CA: amsoftware
Key Algorithm: 1.2.840.113549.1.1.4
Serial Number: A5F5F836021B2EAE46E5480533A0871E
Key Alogrithm Parameters: 0500
Public Key: 30818902818100C6F6F297262FAB89084FC0525A0BE46A9C8EFC20FB603
C528661F95B5CE02966C0640C09A3C9FCD1C455ECE125AA3DED84692316EC6A66B7849EEA840E351
FC72246507F5CFEE47260356B50E337A13F130B75BEEF8BF701A022CF6D10B0CDF3EF3A36307A010
E9332C7B974D7AF6550400D81D2D58AA39EEB38D965628EB8F30203010001
Press CTRL-BREAK to kill the server.

Unhandled Exception: System.ArgumentException: If a certificate is specified, it
must have a private key.
at Org.Mentalis.Security.Ssl.SecureSocket.ChangeSecurityProtocol(SecurityOpti
ons options)
at Org.Mentalis.Security.Ssl.SecureSocket..ctor(AddressFamily addressFamily,
SocketType socketType, ProtocolType protocolType, SecurityOptions options)
at WebServer.StartServer(IPEndPoint ep, SecureProtocol sp, Certificate cert)
at WebServer.Start()
at WebServer.Main(String[] args)

C:\>

Any ideas?

We've made some changes to the AssociateWithPrivateKey method. Can you download the latest version of the Security Library and verify whether the change solves the problem you're seeing?

downloaded it again and got the same error :-(