create a certificate and sign it using signtool.exe: the windows way

It is assumed that you have installed the Visual Studio 2005, and open a command promote for it:
(1) create the certificate:
makecert.exe -sv mykey.pvk -n "CN=Mycompany Inc." mycert.cer
now you will have the private key in mykey.pvk and the certificate in mycert.cer
(2) Convert the certificate to the software publisher certificate (.spc) format
cert2spc.exe mycert.cer mycert.spc
It will generate the mycert.spc, which will use together with mykey.pvk to sign your executable.
(3) Before sign it, you have to comtine these two files into a single PFX file
pvk2pfx.exe -pvk mykey.pvk -pi -spc mycert.spc -pfx mycert.pfx -po
You always have to specify a password for -po.
(4) now you can sign your code using
signtool.exe sign /f mycert.pfx /p /t /v filetobesigned
The url can be one of he following:
http://timestamp.verisign.com/scripts/timestamp.dll
http://timestamp.globalsign.com/scripts/timestamp.dll
http://timestamp.comodoca.com/authenticode