After I export certificate to PFX file, Windows (or CryptoAPI) can't import this file. What happens?
Please check, what algorithms you specify in a call to SaveTo*PFX() method. Windows CryptoAPI understands only SB_ALGORITHM_PBE_SHA1_3DES and SB_ALGORITHM_PBE_SHA1_RC2_40 password-based key derivation algorithms. In order to make the PFX readable by Windows use SB_ALGORITHM_PBE_SHA1_3DES to encrypt the private key and SB_ALGORITHM_PBE_SHA1_RC2_40 to encrypt the certificate.