Certificate Wizard
You can use the Certificate Wizard to create a self-signed certificate that can be used to sign merged PDF documents.
To access the Certificate Wizard, select Tools > Certificate wizard.
Click Next.

Enter the information in the appropriate fields, and click Next.
Enter the password in the Password fields and click Next.
After the certificate is created, the following screen appears.

Click Finished.
The certificate can be accessed and used by entering the expression $[CERTIFICATEFOLDER]\Chris Sharp.pfx.