There's alot more to it than that. What you are seeing is SSL (Secure Socket Layer) either a 40-bit or 128-bit encryption function that must be installed on the server and activated for your specific directories. If you are buying space from a web farm, ask them if they have it available. Some do, but usually reserve it for the folks who buy alot of space or set up ecommerce on the servers. Since this includes registering the certificates with a service such as Verisign or some other recognized authority, it does come with a cost.
The technology (at least in IIS) includes a key set, part of which is created at the server and the rest created by the authority or their representative. Then you install the key on the server and it runs. There is a whole lot more to it than this, but this is what it is in a nutshell.
HTH,
Jim Hawley