Thank you for the explanation, but I'm afraid that I don't understand why it is not supported to replace this self-signed certificate with one signed by my own CA which would be automatically trusted by client computers. It seems that this would not only prevent the certificate warning, but would be much more secure as well.
Generally, instructing a user to blindly trust a security certificate is bad practice, since it is not always easy to distinguish between those that should be trusted and those that should not. Trusting an illegitimate certificate could create serious security issues, including granting a third party the ability to intercept encrypted communications. It's much better to ensure that legitimate systems are using certs that are already trusted implicitly, such as those signed by a trusted certificate authority.