A certificate authority is not the same as a certificate - it is an entity (or person) that issues a certificate.
You could be a certificate authority if you created certificates via
keytool, which ships with the JDK. That would be an untrusted certificate, though, because you as a certificate authority are not recognized as trustworthy by anyone.
Certain certificate authorities -like VeriSign and Thawte- are recognized by everybody as trustworthy; they are called
root certificate authorities, and their certificates are preinstalled in the major browsers.
More information can be found at
http://en.wikipedia.org/wiki/Certificate_authority