OK, so I wanted to do something simple, I wanted to get a UCC certificate from Go Daddy. It would seem simple enough. However, what's not clear is how you actually generate the CSR for the UCC certificate.
For those that don't know, a UCC certificate contains Subject Alternative Name (SAN) entries for your server. This single certificate can be used to secure multiple web servers, similar to a wildcard certificate, except the SANs on a UCC cert don't need to be related. That is, you can have www.mycompany.com and www.mycompany.net on the same UCC cert.
Turns out the process for requesting a UCC cert is really simple, you generate a CSR from IIS just like you would for a single host name. Then you paste that CSR into the GoDaddy site and since GoDaddy knows you're generating a UCC cert IT then asks you for the Subject Alternative Names you want added to the certificate. I spent half the afternoon trying to figure out how to add those names into the CSR on IIS, turns out you don't need to!