Step 1: Create a CSR

Under the "Manage" Tab, click on the "iOS Certificates" link

Click on New Cert 

Choose "Help me generate a Certificate"

Click GET CSR to download the CSR file. You'll need this file in the next step to create your Certificate on the Apple developer site.

Store the CSR on your computer, you will need it once on the Apple Developer site.

Go to Step 2: Create a Certificate on Apple Site