Signing a Windows EXE file

I have an EXE file that I should like to sign so that Windows will not warn the end user about an application from an “unknown publisher”. I am not a Windows developer. The application in question is a screensaver generated from an application that generates screensaver applications. As such I have no influence on how the file is generated.

I’ve already found out that I will need a code signing certificate from a CA like Verisign or instantssl.com. What I don’t understand is what I need to do (if at all possible) to sign my EXE file. What is a simple explanation?

Mel Green’s answer took me further, but signtool wants me to specify what certificate to use in any case. Can I get a free code signing certificate somehow to test if this will work for me at all?

Also please specify which certificate kind is the correct one. Most sites only mention “code signing” and talk about signing applications that are actually compiled by the user. This is not the case for me.

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