CRYPT_E_NOT_FOUND issue using certreq

I am attempting to load an SSL cert to my azure environment. I am following the official Azure documentation instructions located here.

When I run certreq -accept -user ... it returns back:

A certificate issued by the certification authority cannot be installed. Contact your administrator. Cannot find object or property. 0x80092004 (-2146885628 CRYPT_E_NOT_FOUND)

I am running as administrator. I am using GoDaddy for my certificate. I converted the crt that godaddy gives you to a cer (export).

I don't see any fixes out there but the standard "pay us and we will fix it for you spy ware"

Steps Taken:

1. I created dns sub domains on go daddy.

2. I then created my cert request following the directions in the link above. (create text file and run the certreq -new command against it.

3. I took this file and uploaded the contents to godaddy

4. When godaddy was done authorizing my key I downloaded the IIS version of the key.

5. Unzipped the contents. Two files were included crt and p7b

6. I installed the certificates on my local machine (I tried with and without this step) in the personal folder.

7. I then exported the crt to cer file. I noticed that it did say that it was not exporting the keys at the last screen of the export.

8. I then ran the certreq -accept -user command on the cer. At which point I received the Crypt_E_Not_found error.

I ran into this same error when using the certreq instructions in the documentation and a GoDaddy cert. I fixed it by accepting the request like this:

certreq -accept -machine <RandomFilenameFromGoDaddy>.crt

I think the problem is that in the official instructions the myrequest.txt file has MachineKeySet = True in it - I think this needs to be MachineKeySet = False (the default) in order to be user-scoped.