Full instruction of generating CSR for RapidSSL depends on the type of web servers you are running. RapidSSL have a complete documentation for CSR generation at http://www.rapidssl.com/ssl-certificate-support/generate-csr/index.htm
Additional Information:
Check the common name field. You may have specified an IP address (e.g. 178.0.1.23) or a server name (e.g. mywebserver) instead of a Fully Qualified Domain Name such as www.mydomain.com or domain name such as mydomain.com. You must specify a Fully Qualified Domain Name or domain name to enroll for a RapidSSL, FreeSSL or Professional Level certificate.
Make sure you do not have any illegal characters in any of the fields in the CSR. Illegal characters are [! @ # $ % ^ ( ) ~ ? > < & / \ , . " ']
Check the country field. If you are located in the United Kingdom, do not specify your country code when generating the CSR as "UK" - it must be "GB".
Make sure you have included the header and footer of the CSR into the enrollment form. The header and footer will look like:
----BEGIN CERTIFICATE REQUEST -----
encoded data
-----END CERTIFICATE REQUEST------
Make sure that there are 5 dashes on each side of Begin and End certificate request. There should also be no trailing spaces in the CSR.