CAcert (www.cacert.org) is a non-profit Certificate Authority (CA) that can be used as a trusted third party signing your certificate without having to spend alot of money. CAcert is fairly new and thus CAcerts root certificate is most likely not shipping with Windows/Opera/Whatever-software-you-use yet so you have to download an install the root-certificate yourself to make CAcert a trusted party. More information on how to do this is on the CAcert webpage.
Other CA's are Verisign, ....