You need a certificate to be installed on the client.
If you issue your own certificate, the client must accept it.
If you use a third party certificate, it is already installed.
DO NOT use Verisign or Thawte as they are way over priced. You should not spend more than $100 US on it.
Depending upon how you get your certificate, installation will differ slightly. Check with some issuers or issue your own.
HOWEVER ~ WARNING~!
If you issue your own certificate, it impacts your server immensely. You can no longer make certain changes to it as it becomes a security certificate issuer. This is NOT a decision to be taken lightly as the only way to fix things is to reinstall the server from scratch, which is extremely costly.
I recommend Comodo: http://www.comodo.net
Very well priced and very well positioned. Thawte and Verisign are ripoffs. F them.