What type of what?

Certificate? You need a code-signing certificate. See the "Office and VBA
Signing" item at
http://www.verisign.com/products-services/security-services/code-signing/digital
-ids-code-signing/index.html
for a specific example, and
http://office.microsoft.com/en-us/assistance/HA011381041033.aspx for a more
general description.

Certificate authority? I don't know much about that. Besides the third-party
Web-based CAs such as Verisign and Thawte, you can set up a private in-house
CA, but what kind depends on what network servers you use and what OS (kind
and version) runs on the CA server.

I'd suggest you do a bit more reading. Start by running this Google search:

   "certificate authority" "code signing" site:microsoft.com

and reading the first half-dozen articles it returns.