For information on how to create a self signed certificate take a look at http://www.akadia.com/services/ssh_test_certificate.html just make sure that you enter your host name when asked for
Common Name (eg, YOUR name)  atlantis.example.com.
Now, you should have 4 files:
To create a .pem file you need to run:
cat server.crt server.key > server.pem
Since server.key and server.pem contain server key that is not encrypted you have to make sure regular users on your server can not access these files.