SQL Server TDE with PKI - converting P12/PKX to PVK/DER format
It seems to work with mycert_3.cer:    

USE master;
CREATE MASTER KEY ENCRYPTION BY PASSWORD = 'Password';
GO

USE master
OPEN MASTER KEY DECRYPTION BY PASSWORD = 'Password';
GO

CREATE CERTIFICATE TestCert  
FROM FILE = 'D:\path\mycert_3.cer'   
WITH PRIVATE KEY (FILE = 'D:\path\mycert_3.pvk',   
DECRYPTION BY PASSWORD = 'Password2');  
GO 

USE TDE_Test
CREATE DATABASE ENCRYPTION KEY
WITH ALGORITHM = AES_256
ENCRYPTION BY SERVER CERTIFICATE TestCert;
GO

ALTER DATABASE TDE_Test
SET ENCRYPTION ON;
GO