To do so, you have to specify the key file you will use at:
Project->Properties->Configuration Properties->Linker->Advanced->Key File. Something like this:
Don´t try to sign the assembly with a .Pfx file. It won´t work. To do so, you need a .SNK file (Strong Name Key). You can generate one with the SN.EXE tool, using:
sn.exe –k [directory]\[filename].snkWhere to find SN.EXE ?
In the Microsoft .Net Framework SDK (usually c:\program files\microsoft .net\sdk\bin, or something similar). You can download the SDK from here.
Note: In order to install that SDK, you will also need the .Net Framework 1.1 installed. As it´s a bit old, many people don´t have it in their machines.