This is another bit that will be helpful with our next tfs build script modification.
To use a certificate for either strong naming or signing code, you need to place it in the certificate store of the user asking for it (e.g. if you’re executing an automated build, the user in whose context the build is executed)
But there are also ways to create a csr without installing any software. There's the easy way (for those who have IIS installed) and the bit more complicated way (for those who like command line tools – that would be me)