In case you didn't know Adobe is running a great program where they offer you a free one year certificate with Thawte for signing your Adobe AIR applications (worth 300 USD) -- the only thing you need to do is submit your unsigned AIR application to the AIR Marketplace and be among one of the first 135 to do so. I did just that and submitted the VideoSnapshot application I built a while back -- low and behold I got an email letting me know how I could redeem the certificate.
After filling out the application form on the Thawte site and it has gone through the verification process you'll get an emali telling you that you can download your certificate. Interestingly you'll need to use Firefox when you apply or want to install your certificate.
When you click on the fetch certificate button the certificate will install itself into Firefox and when you go to Preferences > Encryption and View Certificates you'll be able to see it listed under Your Certificates.
The only thing you now need to do is select it, and choose to backup which then prompts you to save it and give it a password. It is that very certificate file on your hard drive that you'll use when exporting your Adobe AIR application, just browse to it and specify the password you provided when backing it up from Firefox.
Now rather than that big red exclamation mark during the install process, you'll see a yellow one and your name will be shown as the verified publisher identity.
Think its definitely worth doing...