Digital certificates are used for more than secure data transfer. They are also a trust mechanism. Yes, you can create a certificate yourself for
test purposes, but if you tried to pass that to somone, they'd only have your
word that it was trustworthy, and they'd only have your word that you are who you say you are. You can't run a business like this. If you signed your certificate saying you were Micrsoft 'and you can trust me on that', would you expect anyone to believe you?
A digital certificate gets created and signed by a trusted source. They require you to give them personal or business information so they can authenticate you before they will use their person certificate to sign yours. This generates a trust hierarchy. You can then use your trusted certificate to sign others, eg if you have requirements for multiple certificates in your company, like certificate authentication.
There is also a bunch of other stuff, but this is the basis of why you go to another company for a certificate for use in e-business.
