openssl and the sign.sh script

I am using redhat 7,openssl-0.9.5a-14, and apache-1.3.14-3. I installed everything via rpm. I completed the howto at http://www.modssl.org/docs/2.7/ssl_faq.html#ToC28
Everything went smooth until I got to the last step which was to run ./sign.sh server.csr

when I did this it came up with two errors at different depths and said that the signature failed.
Is there another way to sign my server.csr without using thawte or verisign type companies.

Any help would be appreciated