How to set up my own full-featured certificate authority?
Solution 1:
You can use TinyCA, a graphical front-end for OpenSSL that lets you manage the tasks of a certificate authority.
Beware that the TinyCA website seems hard to reach at times.
Solution 2:
I recommend using OpenCA and here is the install guide. This is a full fledge PKI suite, which includes an OCSP server to immediately revoke certificates. It also has a PKI Resource Protocol server. I have personally used OpenCA and it is what you want.
If you really like RedHat and Java then you might want to go with RedHat Certificate System.
Solution 3:
Have a look at this: http://novosial.org/openssl/ca/
And for the entire work flow: http://novosial.org/openssl/