I created a self-signed certificate and a client certificate using this tutorial and the makecert.exe tool:
http://msdn.microsoft.com/en-us/library/ff647171.aspx
However, when I go to MMC and try to import the certificate in the Trusted Root Certificate Authorities, I have no clue where to locate the .cer file.
Where does the makecert.exe tool save the certificates it creates?
Step 1, point 1
Open a Visual Studio command prompt and browse to the location where you want to save the certificate files
Is it therefore not the location you went to, upon opening the Visual Studio command prompt?