Digitally signing your applications will give the assurance to the user that the application doesn't do any harmful or malicious act with the users data. Previously the air applications have only corporate certification; now individuals(developers) can also create signatures for AIR application. You can obtain the certificate from CHOOSEN certificate authority (CA) or any other CA. You can find more details about the certificate in this pdf.
To know more about the necessity of Signed application click here. With this developers can easily create useful application and make it easily available to the users easily.