To generate a key and self signed certificate, execute the following commands:

cd /etc/pki/tls/certs
make stunnel.pem

Note that by default, the file containing the key and certificate has its
permissions set to 0600, which means that any service using it needs to be
started as root in order to read it.  Such a service should be configured
to switch UIDs using stunnel's "-s" flag.
