As the globus user (works better as root), make sure $GLOBUS_LOCATION is set, and run:
$GLOBUS_LOCATION/sbin/gpt-build globus_simple_ca_ae084d2a_setup-0.19.tar.gz
$GLOBUS_LOCATION/sbin/gpt-postinstall
You will get a scary-looking message from gpt-postinstall saying that the installation didn't complete. All that means is that there's another step that you need to run as root.
As root, make sure $GLOBUS_LOCATION is set, and run:
$GLOBUS_LOCATION/setup/globus_simple_ca_ae084d2a_setup/setup-gsi -default
You should do this on each host on which you have Globus installed. At that point, you'll be able to create a host certificate request for each host by running the following as root on each host:
$GLOBUS_LOCATION/bin/grid-cert-request -host `hostname`
You can create a user certificate request by running the following as yourself:
$GLOBUS_LOCATION/bin/grid-cert-request
Then you can follow the directions about mailing the certificate requests to the CA.