Set up SSL on Ubuntu

I'm having difficult setting up SSL on nginx running on Ubuntu. I have a .pfx, .crt, and .pem cert files to work with, but the documentation is for setting it up with .crt and .key files. The code example is:

server {
listen 80;
listen 443 ssl;
server_name www.example.com;
ssl_certificate www.example.com.crt;
ssl_certificate_key www.example.com.key;
...
}
I've tried to convert the files I have to these formats, but nothing works. Is there a way to use .crt or .pem with nginx without converting it to something else?

Thanks.