SSL certificate is not selectable after CSR Request and Import via GoDaddy

You need to upload the Cert via the "Import" option on the right side of the CSR: 

I'm in the same boat, but I didn't create the cert via CSR.  I already had the wildcard certificate from GoDaddy and it imported fine via the PEM file, but I can't select it as a certificate to use.

Pem + Private Key? 

Do I need to extract the private key?  All that you get with the download is 2 CRT files and a PEM file.  

Which one is your private key? You can rename the Pem file (if this is your private key) to .key. The firewall needs this part of the cert. 

I honestly don't know.  I think the PEM might contain the private key.  The first CRT file looks to be the certificate itself.  Might have to convert that to another format since CRT isn't an option.

I honestly don't know.  I think the PEM might contain the private key.  The first CRT file looks to be the certificate itself.  Might have to convert that to another format since CRT isn't an option.