SCCM: Certificate import failed, Digicert tool cannot find a certificate in a file

I recently installed an MCM for one of my Customers and we needed a certificate for CMG. The Customer has internal standalone PKI and asked me to generate a CSR for the certificate. I used Digicert tool  DigiCert Certificate Utility for Windows | DigiCert.com

CSR has been successfully accepted by the CA and a signed certificate has been generated, but when I tried to import it using DigiCert Certificate Utility the operation failed with an error “The file XXXXXXX.cer does not have any SSL or code signing enabled certificates contained in it.

Resolution:  I open Certificate MMC for Computer cert storage (certlm) as Admin and double checked my request is there. After that I right-click Personal container and imported the .cer file received from CA. This time the operation finished successfully added a signed certificate with bound private key in my local machine cert store.