Ok, I did everything and have a well signed certificate installed.
In Websphere console (here 6.1):
Security => SSL certificate and key management => Key stores and certificates => NodeDefaultKeyStore => Personal certificate requests => Create a new CSR which can be sent to the CA to create a certificate
Then you get back a base64 or binary certificate which can be installed in websphere:
Security => SSL certificate and key management => Key stores and certificates => NodeDefaultKeyStore => Personal certificates => Receive certificate from CA
Et voil?: the certificate is installed and you can reach the WEBi via https over the url: https://<server>:9443/wccommonservices/ and no browser gives out a warning message that the certificate is not well signed.
Cheers