There are basically two steps, both of which can be at no additional cost:
1. get a certificate, and
2. configure your server to use the certificate.
You can generate a certificate yourself, without paying anyone, and it will work fine, but some browsers will throw up a warning page if it is not signed by an authority (more: http://www.namecheap.com/support/knowledgebase/article.aspx/...).
You can get free certificates backed by a CA trusted by most browsers, for example at https://www.startssl.com. There are some limitations (e.g. no wildcard certificates) but it's still much better than a self-signed one.