Firstly you need to install the correct package to have the make-ssl-cert command available:

sudo apt-get install ssl-cert

Then do the following as root or prepend sudo to each command:
Create a self-signed certificate using the make-ssl-cert utility

make-ssl-cert /usr/share/ssl-cert/ssleay.cnf  /etc/apache2/ssl/myhost.example.com.crt

You will be prompted to enter the hostname. The rest is automagic

You need to change the SSLCertificateFile option in your Apache2 conf to point to the right place

# find which file it's in using fgrep
cd /etc/apache2
fgrep  SSLCertificateFile . -R
...
./sites-available/default-ssl:  SSLCertificateFile    /etc/ssl/certs/ssl-cert-snakeoil.pem
...

# edit it
vi ./sites-available/default-ssl

SSLCertificateFile ssl/myhost.example.com.crt

# restart apache

service apache2 reload

Version I did this on:

lsb_release -a
No LSB modules are available.
Distributor ID: Ubuntu
Description:    Ubuntu 9.04
Release:        9.04
Codename:       jaunty