You can create, install, and use your own certificate (called a self-signed certificate) but it won't be trusted by anyone's browsers. In fact ugly popups or a warning page will be sure to deter visitors from proceeding onto your site.
Self signed ssl certificates are useful for testing and development purposes, but I would advise against using those certificates in production environments for the reasons listed above. That's why you buy from a CA like ssl.com or other trusted authority. They are trusted by all browsers, and their issued ssl certificates will not result in warnings from browsers.