Mr. Schulberg
Stunnel has the same requirements for certificates, for both the client and the server configuration. So, technically you generate the certificates in the same way for both cases.
I'm not sure if you have a specific requirement for a certificate with .cer format/extension.
I have found the following document very helpful to understand the basic workings of stunnel
http://www.securityfocus.com/infocus/1677
There is also a batch script that will help you with the creation of certificates and some reading of the code, paired with openssl documentation will certainly put you in the right direction.
Thank you very much for your attention and have a nice day