package full ssl cert, w private key and intermediate certs into a single pfx file?

I have this kit of files:

1.crt: My certificate 2.key: private key 3.crt: intermediate cert auth (from godaddy) 4.crt: root cert or intermediate cert (from godaddy) n.crt: some others like this from godaddy

How do I package all of these into a single pfx for a web server app?

(this needs to be portable , in one file, for deploy purposes)

thanks!