I have made my own CA and then .pfx file. I am using the Wix Toolset to build the installer.
In the wix project file I have edited it with the following;
<PropertyGroup>
<SignOutput>true</SignOutput>
</PropertyGroup>
<PropertyGroup>
<sourceRoot>$(OutputPath)..\..</sourceRoot>
</PropertyGroup>
<Target Name="SignMsi">
<Exec Command='"$(sourceRoot)\Keys\signtool.exe" sign /v /f "$(sourceRoot)\Keys\myCA.pfx" /t http://timestamp.verisign.com/scripts/timstamp.dll /v /d "%(SignMsi.Filename)" "@(SignMsi)"' />
</Target>
<Target Name="SignCabs">
<Exec Command='"$(sourceRoot)\Keys\signtool.exe" sign /v /f "$(sourceRoot)\Keys\myCA.pfx" /t http://timestamp.verisign.com/scripts/timstamp.dll /v /d "%(SignCabs.Filename)" "@(SignCabs)"' />
</Target>
I then build it in Visual Studio and it builds successfully and even the signing show success.
However at the UAC propmpt it is still publisher unknown.