You can create your own self signed certificates with OpenSSL, however if I recall correctly, the certificate authority's certificate needs to be inserted in to the computer's root store in order for it to work correctly.
Alternatively, you can buy a certificate from a well know company such as VeriSign. The VeriSign certificate authority should already be part of windows.
Information about VeriSign code signing certificates can be found here:
http://www.verisign.com/products-services/securit...ices/code-signing/
Edit: Here is a step by step guide for creating your own signing certificates:
http://www.top20toolbar.com/misc/codesigncert.htm
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