I have this in an ActiveMQ config:
Keytool in Java 6 does have this capability: Importing private keys into a Java keystore using keytool
Here are the basic details from that post.
Convert the existing cert to a PKCS12 using OpenSSL. A password is required when asked or the 2nd step will complain.
openssl pkcs12 -export -in [my_certificate.crt] -inkey [my_key.key] -out [keystore.p12] -name [new_alias] -CAfile [my_ca_bundle.crt] -caname root
Convert the PKCS12 to a Java Keystore File.
keytool -importkeystore -deststorepass [new_keystore_pass] -destkeypass [new_key_pass] -destkeystore [keystore.jks] -srckeystore [keystore.p12] -srcstoretype PKCS12 -srcstorepass [pass_used_in_p12_keystore] -alias [alias_used_in_p12_keystore]