Certificate for Exch 2013 to Office 365

I'm finalizing what I think they call a hybrid Exchange 2013/Office 365 solution and following the powershell commands per this:

http://help.outlook.com/en-us/140/cc952755.aspx

I receive an error from the Import-PSSessions that says running of scripts is disabled on this system. Please provide a valid certificate with which to sign the files.

The server I'm running from is 2012 and it is my AD domain controller.  This is a test system but I'm hooking up to a live, working Office 365 that I created for my company/self last week to perfect this process.

The certificate(s) come from AD CS on this 2012 virtual server.  I see I can buy a SSL cert from godaddy for one domain for $49.95/year.  If I do that where does this certificate go?

I've reviewed the following but am not finding the answers:

http://technet.microsoft.com/en-us/library/hh563848%28v=exchg.150%29.aspx

http://technet.microsoft.com/en-us/library/hh534377%28v=exchg.150%29.aspx

All I need out of this hybrid Exchange 2013/Office 365 is the ability to run ECP locally.  There will be no working email accounts for the company (short of the required emailadmin acct) on the actual Exch server...all company accounts (650) will be in O365.

Thoughts?
Thanks..

Scott