In the .NET framework, open the Visual Studio command prompt and type the following:
makecert -r -pe -n "CN=www.yourserver.com" -b 01/01/2000 -e 01/01/2036 -eku 18.104.22.168.22.214.171.124.1 -ss my -sr localMachine -sky exchange -sp "Microsoft RSA SChannel Cryptographic Provider" -sy 12
Just replace the CN with the name or IP of your server. The certificate would be created in the default personal store on Windows. Go to MMC and add the 'certificates' snap-in.
In JDK first use the keytool utility to generate a certificate in the keystore.
keytool -genkey -alias myalias -keystore .keystore
You would be prompted to enter the CN and other details. Once the cert is stored in the keystore, it can be exported as a file.
keytool -storepass password -alias myalias -keystore .keystore -export -rfc -file outfilename.cer