A shared SSL is installed globally on the server and all clients can use it. Its certificate is self-signed and it is configured to work with the server's name. That's why it will always show a pop-up warning when used.
On the other hand, a Private SSL is issued especially for your domain by a trusted authority. Browsers can validate the private SSL and they will show a secure icon. abdicar.com definitely recommends a Private SSL certificate for commercial projects.