Dear Syam,
My problem is solved by the below link:
SAProuter via SNC - Basis Corner - SCN Wiki
First i tried with:
sapgenpse get_pse –v –r certreq –p local.pse "your distinguished name”, only local.pse generated.
Then i executed:
sapgenpse get_pse -v -r C:\usr\sap\saprouter\certreq -p C:\saprouter\local.pse "<Distinguished Name>", i got both files,Local.pse and certreq.