Getting a CSR for Security (SSL) for JW PLayer

I recently got an SSL for my website which is utilizing JW Player for audio/podcast creation. I was told I need to get a Certificate Signing Request (CSR) to transfer the site SSL directly to the JW Player/server. 1) Is this transition possible 2) How do I get the CSR 3) Is there anything else I need to know. Please advise asap. Thank you in advance. ~Abraham