Implementing Your Activex Controls Safe For Scripting And Initialization

Hy! I've used the steps presented in the SAFE for scripting article to implement an ActiveX control. When I'm calling for the page on my own computer via web-server, IE prompts me for installing the cab file and it works properly.
When I'm trying to use it on the intranet the first error message is that the file is not signed. So I have 2 options selfsign or external CA exp "http://www.ascertia.com/OnlineCA/". If I use the selfsign method, IE provides me the following message "The root certificate has not been enabled as a trusted root" :sick: . Asertia provides a simple certificate *.cer file witch is fully functional but I haven't found a way to sign the *.cab file because signcode requests the pvk or key file generated with the certificate to sign the code :ehh: . How may I get them? Or what else should I do to make a fully functional .cab?