A Certificate Authority (like Comodo or GeoTrust) is a recognized company which validates (and guarantees) that you are who you say you are. When they are satisfied, they provide the encrypted data for you to upload to your server. In the last couple of years, the green secure server links have been elevated to a higher guarantee by the CA's (presumably to increase their fees as well as your security status). That infers that the orange that you're seeing with your self-signed certificate is due to the lack of an "approved" CA's high level guarantee.
Who approves CA's? The browser creators do that to protect their clients. After all, would you want to give your credit card information to the hacker in (fill in the blank) who self-signed his own site's certificate?
I think I stated up front that much of this is guesswork but I believe that's the situation with CA's and their secure server certificates today.