I haven't done this, but if you install the Certificate Manager portion of the desktop software, you can attach the simulator to it just like a real blackberry. Simulate->USB Cable Connected
Then add the cert to your PC certificate store (I think accepting it from a website will do this, or you can download the cert from your web server and install it.
The other way is to have your blackberries download and trust the Root CA that signed your server certificate. If you are using self signed certificates, you might want to think about using an Open CA Certificate provider. I use
CACert.org but there are others.