Thought this was a pretty good blog that tells you what you need to know…
http://weblogs.java.net/blog/kirillcool/archive/2005/05/signing_jars_fo.html
figured I would pass on the link.
And for “official” (not-self-signed) certificates read this:
http://www.dallaway.com/acad/webstart/
But the certivicate won’t be on your name then, it will be on “Thawte freemail Member”. You can get your name in it, if you participate in the Thawte Web of Trust