Go to the MCP website:
http://www.microsoft.com/mcp
Sign In as needed, using the same Windows Live credentials that you associated with your MCP.
On the right hand side of the screen, near the top, there is a box titled "My Certifications". It contains a link labelled "Download or purchase a certificate". Click on it.
A new window opens, called "Certificate Manager". Select your choices on screen and click on "Next". In the next screen, select the format and click "Next". Then click on "Download", and your browser will prompt you to save the file. That's it, you have
completed your download.