<p>I was under the impression that I could run it on any machine, but a guy from our hosting company is saying that the csr has to be generated on the server hosting the site.</p>

<p>Can anyone clear this one up for me?</p>

<p>Thanks.</p>

The bottom line is you do not need to generate CSRs on the server hosting an SSL certificate. A CSR is a CSR and you could actually generate it using something like OpenSSL and then import both the key and certificate once it is created into the keystore. The problem is that they probably don't understand now to get the key into the keychain. See if this
KeyTool and OpenSSL tips
helps.