Steps to create P12 from PEM file and PEM key Using OpenSSL

OpenSSL> rsa -in uat.key.pem -out uat.key
Enter pass phrase for uat.key.pem:
writing RSA key
OpenSSL> pkcs12 -export -out keystore.pkcs12 -in uat_tls_rp.pem -inkey uat.key
Loading 'screen' into random state - done
Enter Export Password:
Verifying - Enter Export Password:
OpenSSL> exit

From P12 to JKS using Jetty :

C:\CFC>java -cp C:\openssl-0.9.8h-1-bin\bin\jetty-6.1.1.jar org.mortbay.jetty.security.PKCS12Import gtbtest.pkcs12 Test_keystore.jks
Enter input keystore passphrase: global12
Enter output keystore passphrase: global12
Alias 0: 1
Adding key for alias 1