That was dumb but here's what happened. When I went through the certmgr, it did not let me request a certificate through the AD policy. I had to create a request using the custom request. What I did not realize is that, I was issuing the command from another computer and sending the request and then importing the certificate from another computer.
Basically I did not have a private key on the other computer to sign the certificate, the certificate looked ok but the prompt that says "you have a private key ..." was not there. When I went in and imported the certificate, on the same computer that I have created the request from, the private key was found and I was able to sign it. That was stupid but you think, I would get a more descriptive warning.
Of course now that I have signed my access 2007 package, I figured out it, it still gives me a warning about macros and asks me to still enable.. My understanding was that signing your package will let others to run the content without running into trust center issues... Fudge....