Sam's Answer may get you working, but is NOT a good idea for production. For clarity I will try to explain why you are getting this.
It is NOT enough to create a set of encryption keys used to sign certificates. Anyone, and you just did, can do this. This is why there are "Trusted certificate authorities" These are entities that known and trusted. An ssl implementation comes with a list of authorities and their public keys to verify that certificates claimed to be signed by them are in fact from them and not someone else claiming to be them..
So when you create your own, any ssl implementation will see that indeed a certificate is signed by you, but they do not know you can be trusted so unless you add you CA (certificate Authority) to the list of trusted ones it will refuse it. SSL is not just about encrypting messages but also verifying that the person you are talking to or the person that has cyptographically signed something IS who they say they are.
IT IS NOT a good idea to wholesale "skip", "bypass" or what not the verification in production as it will accept certificates from anyone, making you vulnerable to impersonation, or man in the middle attacks.
Your problem is NOT with your certificate creation but you configuration of your ssl client. It very clearly told you it refused to connect because it does not know who it is talking to. (this is good)
You must setup your certificate authority as a trusted one on the clients. This is dependent on your setup so more details are needed to help you there. These are another question that try to tackle that issue:
Adding a self signed certificate to the trusted list
Add self signed certificate to Ubuntu for use with curl
Note this will work ONLY for you, if you have third party clients that will be talking they will all refuse your certificated for the same reason, and will have to make the same adjustments. This is why trusted CAs sell the service of signing certificates for applications/servers etc, because they are already in the list and are trusted to verify who you are. So if you pay them to do this, the resulting certificate will be trusted by everyone. :)