Hennseb,
Before the certificate can be imported into IBMKEYMAN they have to be converted using OpenSSL.
see
www.openssl.org for download of openssl.
Procedure is:
openssl pkcs12 -in [filename].pfx -out [out].pem
openssl pkcs12 -export -in [out].pem -out [newname].p12
I have used this procedure to export/import certificates between Microsoft IIS/ISA Server and IKEYMAN
Cheers
mark