So your after a self signed SPC (Software Pulishing certificate), to prevent Security Pop-Up's on your own PC, in which case you've probably answered your own question. If not there's plenty of help on the MS web-site e.g.
http://msdn.microsoft.com/en-us/library/aa141471(office.10).aspx or if you plan to distribute your software you may wish to purcahse an authenticated certificate e.g.
http://www.thawte.com/code-signing/If your after a SSL (Secure Socket Layer) certificate, to protect network traffice / a web site, see above.
