Client keys (yeah I know it's a FAQ, but I have tried everything)

Hello,
I am new to stunnel (but I have to say it's cool!)

I am trying to setup client certs for stunnel RDP (terminal services)
redirection.
I can't get it to authenticate.  I keep getting a self-signed error

I hope someone can see something in my process.

One thing I do have to mention is that freeBSD does not have the CA.sh or the
c_hash files installed.
I got them from the /usr/src/crypto/openssl/tools dir

Here is what I did.