Certificate authentication

Question

Hi all, I know little about X.509 certificates, digital signing etc. so excuse me for the poorly formed questions and keep it simple. The main issue that is bothering me is how to request a certificate from the client. I have seen sites requiring certificate and I am required to do so. Is it possible without using secure connection (SSL)? How can it be done? And also secure e-mail? Anyone got some info about it and how can it be implemented? Any good books or articles about digital signing that you point me to will be of use.