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after using openssl following this link
https://library.linode.com/web-servers/apache/ssl-guides/centos
 to create self-sign cert  but it doesn't mention how to generate
the cert as trusted certificate.

Anway after apache https and all cert key setup, I access my https site
such as https://mysite.com, Chrome will gave me SSL warning and then
I also follow other link from
 http://blogs.technet.com/b/sbs/archive/2007/04/10/installing-a-self-signed-certificate-as-a-trusted-root-ca-in-windows-vista.aspx
And the SSL warning message is gone on my computer Chrome browser but that red-cross and red-slash mask on browser address bar still exists.  WHy ?

I have read a lot articles, some said it can NOT  get rid of those mark unless get third-party certificate  but some said it will be  okay to get rid of that  by self-sign cert. So sometimes it is confusing, and there should be two issues, the root of cause of those mark is from my openssl gererating key issue or is from Chrome browser security issue for those site not recongnzied by window and linux system.

If it is browser security issue or message, I must need to buy third-party cert to get rid of those mark, Right ? If not , what is final step to  generate trusted certifcate if I have already generated self-sign cert ?

Please advise for those mark root cause

Try rebooting. Chrome might not have all the latest updates from your trusted root store and rebooting will make sure you don't have any Chrome processes that are left behind.

I've also heard that sometimes you have to export and re-import using PKCS #7 single certificate format, but I'm not sure if that's accurate.

You also have to make sure you're importing into the trusted root store and not just letting the certificate import wizard automatically place it into the correct store.

That does not mean it is trusted in the other browsers.  If your site is a public site, every visitor will get the warnings about it being an untrusted site.  Installing the certs in your browsers does not make it work in other people's browsers.  Most other people will just leave when they get the warning, they won't make an exception for your site.