This question is a better fit for something like server fault, but I'll give it a shot:
A CSR is a unique per private key. You need to pick one CSR, and request it from your CA. Your CA will respond with the full certificate, which can be exported from the machine on which you issued the CSR and imported to the other servers.
If you were to request multiple CSR's be fulfilled, you would get multiple certificates. Instead, you need to complete the process once and copy the returned certificate.
See http://www.sslshopper.com/move-or-copy-an-ssl-certificate-from-a-windows-server-to-another-windows-server.html for step by step instructions.