On Windows Server 2008 using RD Gateway Manager it is possible to create a SSL self-signed certificate. Which other ways exist to create certificates on Windows Server 2008?
You could install cygwin and openssl.
Windows servers have a feature (or is it a role?) that you can install called Certificate Services. If you purchase an intermediate CA certificate, then you can issue certificates that are recognized by the greater internet. Or if you run a domain, you can issue certificates that members of your domain can trust.