Type this line into your consoel:
openssl genrsa -des3 -out private.key 1024
The output you will get will look like:
Generating RSA private key, 1024 bit long modulus
.........................................................++++++
........++++++
e is 65537 (0x10001)
Enter PEM pass phrase:
For the pass phrase you must type in 4 to 1023 characters.
Now you have to verify your pass phrase:
Verifying password - Enter PEM pass phrase:
After this steps your RSA private key has been successfully generated.