just as a .crt file is in .pem format, a .key file is also stored in .pem format. Assuming that the cert is the only thing in the .crt file (there may be root certs in there), you can just change the name to .pem. The same goes for a .key file. Which means of course that you can rename the .pem file to .key.
Which makes gtrig's answer the correct one. I just thought I'd explain why.