Openssl Creating Your Own CA, Requesting and Signing Certs and Import them into Microsoft Cert Stores
http://knol.google.com/k/juniper-hacks/openssl-creating-your-own-ca-requesting/1xqkuq3r2h459/7
There are a couple of ways to create your own CA in openssl. Using the CA.pl perl script on either windows or *nix. A second script is CA.sh, but only available on *nix. Both can be invoked by passing -newCA as the first argument.
The method I prefer is the following because it teaches the commands that the CA scripts hide.
Go to directory where you want to store your certicate authority, some place that won’t get overwritten.