Okay so I solved this myself. Unfortunately most of the common documentation on the internet says "As your host to request the CSR". Of course my host is myself so I had to register the code myself on my server.
I established a SSH connection to my server and ran the following command.
openssl req -nodes -newkey rsa:2048 -keyout myserver.key -out server.csr
Replace 'myserver.key' and 'server.key' with relevant names of your choice. (keep the extensions).
Upon running that command you are then asked several questions:
Country Name (2 letter code) [AU]:
State or Province Name (full name) [Some-State]:
Locality Name (eg, city) :
Organization Name (eg, company) [Internet Widgits Pty Ltd]:
Organizational Unit Name (eg, section) :
Common Name (eg, YOUR name) :
Email Address :
Fill this information in and continue, - you'll then be asked for a pass phrase and given the option to choose the company name again.
After this two files are added to your server, usually in the user's home folder. I was logged in as root so they appeared within the "root" folder.
I opened the .csr file with a notepad and copied the contents, I then pasted this in to the NameCheap CSR generation page and continued the wizard.
The rest is self explanatory and I followed other online guides on how to configure the certificates once I had been emailed them from Comodo.