[stunnel-users] using no certificate

[Zohar]

Hi,
I'm very new to all this issue of SSL, so I apologize if this question sounds stupid.
I currently have a server that listens to connections on a TCP port. Clients that connect to it may do so using SSL v3 (mobile clients, which use their own SSL packages, so I have very little control over it). I want to add stunnel to my server's setting, to enable SSL communication. I have no need for the client to authenticate the server, I am only interested in the data being encrypted. 
I tried setting this up, but the client complains that my server certificate cannot be authenticated (I produced it using http://www.stunnel.org/pem/). 
Any pointers on how to set such a thing up (even for the time being, while I develop), without having to pay lots of money to a CA ?
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