An update on this... I tried this on my original (rather more virtual and I think back on 10.6.5) Mac that I originally used to see if I could create an app (quickly bought a macbook which is what I'm now using)...
Anyhow, the same process worked on the old mac and I noticed the dialog was slightly different and matched those in several example posts out there - such as this one -
Apple Push Notification Services Tutorial: Part 1/2 | Ray Wenderlich
In the image of the "Certificate Assistant" there is a tickbox that says "Let me specify key pair information".
But - I don't have that option when I do this on my Macbook (10.6.8).
Any ideas why that could be? Have a somehow got a broken version of Keychain Access..?
I've also now tried to email those created from 'working mac' to 'non-working mac' but Keychain Access gives a load of importing errors...