If this is a "real world" website, then you really should buy a certificate from an issuing authority - I'm not sure that self signed ones will work - I haven't tried, but I wouldn't be convinced if I went to log in to my bank and found it was self signed!
If this is for internal use only or for testing, then it's pretty easy:
http://www.selfsignedcertificate.com/[
^] will do it.
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