IIS and SSL

I am trying to setup a 2000 server running IIS to use SSL for the web page. I have installed the local CA authority and assigned the default web site a cetificate. When I try to access the web page it tells me that SSL is required, but does not give me the choice to install a cetificate. This web site will be used only by a handful of people, so I do not want a third party CA.
What do I need to do?
Thanks,
David