OS X Maverick 10.9 Import SSL Cert from Windows Server 2008
You need to import the cert via Server.app; that'll add it to the System keychain and several other locations that allow non-keychain-aware services to use it. I'm not sure why it'd be hanging, but I can think of a few things to try:


If it's not a self-signed certificate, you probably need to import the appropriate intermediate certificate(s) by dragging them into the "Drag extra non-identity certificates here" section of the import dialog. If it's a DigiCert certificate, you can find their intermediate certs here. There's probably also a way to export this from the Windows server, but I'm not familiar enough with it.
It's possible Server.app is getting confused by the file extension. Try renaming it from .pfx to .p12 (they both refer to the same file format, PKCS #12).
There might also be something odd about the file contents. Since it sounds like it imports ok via Keychain Access, try importing it with that, then re-exporting it to .p12 (see the instructions you linked), then delete it from the keychain (to avoid a conflict) and re-import it with Server.app. It's possible importing and exporting with Keychain Access will clean up the file and make it work properly in Server.app as well.