The June/July 2007 issue of SMB Partner Community magazine has a nice article by Mikael Nyström on setting up certificate services under Small Business Server.
I set up a Microsoft Certificate Authority (CA) under SBS a few years ago, primarily to centralize management of the Encrypting File System (EFS). And while I also use it for the external web certificate, Mikael takes that a step further by explaining how to configure the certificate server to handle multiple web site names (localhost, companyweb, the external name, etc.) from the same certificate.
Setting up and maintaining a CA is not a trivial task. I only wish I'd had Mikael's step-by-step instructions when I was getting started!
The SMB Partner Community magazine is free to Microsoft Small Business Specialists, but anyone can subscribe for a small fee: www.smbnation.com/smbpc.htm.
Another excellent reference is the book Microsoft Windows Server 2003 PKI and Certificate Security by Brian Komar with the Microsoft PKI Team, ISBN 0-7356-2021-0.