Of course - using a method known as "self-signing." With signing, the organization should essentially "vouch" for you, digitally. Their details (digital certificate) are already installed on most machines for people, they come with Windows / Mac OSX / Linux / iOS, etc. Examples of some of these organizations are Verisign, Thawte, etc.
If you use SELF SIGN (using the instructions on the link provided), then when distributing your program this will be considered unreliable, because you vouch for yourself - which makes no sense ... Thus, self-signing is usually used either for testing or when you actually already have control over the infrastructure of user computing (for example, on a corporate intranet and develop software “in-house”), because then you can install a certificate for “vouch-er” - as an issuer).
If you want the company to vouch for you so that your software can be trusted on ANY user computer ... you need to pay for this private disk - this is a necessary barrier to entry, which is necessary to ensure that digital certificates are really useful .