For security, EFT Server does not allow you to use a certificate file with a .p* (e.g., pfx, p12) extension. The .p* extension indicates that it is a combined certificate that includes both the public and private keys, giving clients access to the private key. You can create certificate files using EFT Server's Certificate wizard. If you have a combined certificate from a third party, use the procedure in Exporting a Certificate from PFX to PEM to extract the public key.
When you import your partner's AS2 certificate (on the AS2 Inbound tab or in the configuration wizard), it must have a .pem, .cer, or .crt extension.