On some hosting environments, you are asked to provide an RSA private key, usually in the private.key format.
PHP does not offer an easy way to generate this, but on the command line this can be done very simply.
Open the terminal on your computer, then type the following (private.pem should be the path to the actual file):
openssl rsa -in private.pem -out private.key
The new private.key will will now be generated.