An SSL is a secure socket layer certification. This is so you can serve up pages in your site via https instead of just http. This provides your end users with a secure connection to your web pages while you are gathering the payment details and sending them off to Authorize.NET for processing.
I would suggest that you obtain a dedicated SSL cert and not a shared one. You can then have your host install the cert on the server for you. Once it is in place you just make sure to update references to your checkout pages with the https url so it is secured for users. Please post back if you have any other questions about this.