Note: You should only use a self-signed certificate for personal use.
To increase your level of security and eliminate annoying dialogs, you should only used signed macros with Microsoft Outlook (or other Office applications). To make it easier for users who write macros for their own use, Microsoft provides an application you can use to create a personal certificate for signing macros. The certificate is valid only for signing macros for personal use.
Look for selfcert.exe in the C:\Program Files\Microsoft Office\Officexx folder, where Officexx is your office version. Note that if you use 64-bit Windows and 32-bit Outlook, it's in the 32-bit Programs directory. Double click on selfcert.exe to run it then follow the prompts.
The certificate you create will work to sign Word and Excel macros too.