SSL Certificate

I am currently adding a merchant and gateway account for Authorize.net so I can accept payments, but my merchant requires me to have a secure checkout section (so that it uses a https:// link when the customer checks out using their credit card) or a SSL certificate which I need to send them.

Has anyone else run into this issue and what can I do to solve it (because I use the Authorize.net AIM payment option and it uses http://).

If you want to secure checkout under SSL, you need to buy an SSL certificate. Install it on your server (your host may do this); then turn on SSL in the admin panel: System > Settings > server: Use ssl: yes.
Checkout pages will then be https: .
Hope that helps.

Your merchant account will also require other security measures, based on how much volume you do per month/year. Have you looked over the PCI requirements to ensure you're following their rules and guidelines? Having SSL is one of many requirements...

Where do I buy the SSL certificate from? Opencart or my host?

your host. SSL is a domain-level addon, completely outside of opencart. Once installed, you simply enable opencart to use it