I heard that some certificate authorities generate your private key for S/MIME certificates on their servers. However, some of them who recommend using Internet Explorer for this purpose, probably, generate the private key directly in your browser and after that send the email with the generated certificate to the email whose common name is indicated in the certificate.
So, I am not quite sure about the whole situation. If they really generate the private key on their servers, can it be considered safe?
Could you help to clarify this situation?