CSR for self-generated S/MIME certificate

I would like to register my self-generated S/MIME public key with Comodo’s Certificate Authority because I don’t like the idea of downloading my private key generated by somebody else. Does Comodo provide this service?

No, we don’t offer such a service at this time. However, I can tell you that we don’t even generate the private key as this is all done within the browser you’re using such as Firefox or Internet Explorer.