Go to the JPL Browser Page
Enter the name of the asteroid and press Enter.
Click on "Show Covariance Matrix". Select the entire web page (ctrl + a on Windows, cmd + a on Mac).
Copy the selected content (ctrl + c on Windows, cmd + c on Mac).
Paste it here.

Copy the above code and paste it into a text editor and save it with a .TXT extension in the same directory as JPLCLONE.EXE .
Enter the name of your file and it will make a .SLX file for you.
If you're not generating code for Orbit Simulator, you are finished. Your code can be imported to Solex.

Orbit Simulator

Open the .SLX file in a text editor. Copy the contents and paste below to generate code used by Orbit Simulator.

Copy the above code. In Orbit Simulator, advance to the Epoch shown in the first line.
Then click the Autopilot menu and choose "Now". Paste the code and press "Update".
If you also want to include the nominal orbit, press "I" for import, type the asteroid name, choose a color, and press "Import".
The speed and distance data are for the last object created.