Hi,
The request would be created on the CAS server with the Exchange Management Shell.
The important thing is to ensure that the private key is exportable so you can export the cert to the ISA box.
Cheers
Nathan
Nathan Winters - MVP Exchange Server
MCSE & MCSA 2000 & 2003 + Messaging, MCITP Exchange 2007, MCP, VMWare VCP v2 & v3.
Welcome to the Microsoft Messaging and Mobility User Group: http://www.mmmug.co.uk