If you following the tutorial on some self signed certificate, you may come across a step asking using CA.sh (line CA.sh –newCA). However most site missing the link for this script. Last time I install openssl also not provide this script.
Just in case you wonder where this script (and google bring you here), you can get it at http://web.mit.edu/crypto/share/openssl/misc/
There are 2 version, the batch script format (.sh) and also perl (.pl). If I remember correctly both do the job.
Hope this helps as I spent a lot of time last time searching for this “missing link” (O.o)
now some word to help google 
“download CA.sh”
