The OPENSSL package in Red Hat Linux 7.0 is missing the CA signing script.
This script is required in case someone wants to run under another name
then the default localhost and does not want to buy a Certificate.
The script is refered to in the mod_ssl FAQ because the command to sign the
keys is to complex for the FAQ. In the normal OPENSSL versions (.tar.gz)
the relevant script is generated.
PS: See URL step 4.
AFAICT, there is no sign.sh included in OpenSSL. The sign.sh script in the
mod_ssl source tree will be included in future releases of the apache package.