Start, run, type mmc
Go into the Console Tab, Add/Remove Snap in
Click on Add, Double Click on Certificates and Click on Add > OK
Choose Computer Account
Choose Local Computer
Open up the Certificates Consol Tree
Look for a folder labelled REQUEST, then select Certificates
Highlight the key that you wish to back up
Right click on the file and choose, All Tasks, Export
Follow the Certificate Export Wizard
Choose to mark the Private key as exportable
Leave default settings
Choose to save file on a set location.
Click Finish
You will get message that the export was successful

Note: Once the Pending Request is completed the Key is no longer available