Forget what I said a few weeks ago about creating your own certificates, at least for testing secure web services. You can do this from within Windows server; this KB article gives all the details.
There’s heaps more detail hidden away in this Word document… which probably would have come up in my Googling if MS would just put this information on a web page somewhere instead of as a Download.
Don’t have a Windows Server? Grab a trial download of one, and chuck it on one of those free Virtual Servers!