In order to use grid resource, you need to split pfx(pkcs12) file into it's two components, your public (usercert.pem) and private (userkey.pem) keys. This can be done using the following commands (you will be asked for the export password):

$ cd ~/.globus
$ openssl pkcs12 -in xxxx.pfx(p12) -clcerts -nokeys -out usercert.pem
$ openssl pkcs12 -in xxxx.pfx(p12) -nocerts -out userkey.pem

The permissions on your keys should be changed to that only you can read the private key and everyone can read-only the public key:

$ chmod 644 usercert.pem
$ chmod 400 userkey.pem