SSL Configuration: when iam converting the keys to PKCS12 format....

Hi All,
I have executed command in openssl
openssl req -newkey rsa:512 -keyout keyfile.pem -keyform PEM -out request.pem -outform PEM
and created keyfile.pem and request.pem when i tried to create keystore it is throwing the error “unable to load certificates”
1.Do i need to get any certificate from CA.
2.Do i need to download any tool to create CA certificate.
3.Do i need to pay for that in order to get that…
when i use openssl verify request.pem
iam getting the below error…
“unable to load certificate
140378600339272:error:0906D06C:PEM routines:PEM_read_bio:no start line:pem_lib.c:698:Expecting: TRUSTED CERTIFICATE”