When using your OpenID you have to authenticate yourself to your OpenID provider. This is usually done by providing a password.
If you are using myOpenID as your OpenID provider, then there is an alternative way to authenticate yourself. They allow you to generate an SSL client certificate you can install into your browser. You can then use this certificate instead of a password when you have to authenticate yourself to the OpenID provider. It’s quite handy.

Also quite handy is to combine that with the Firefox extension that Verisign have created:
https://pip.verisignlabs.com/seatbelt.do
You can use it with Verisign’s OpenID provider, but it also works with myopenid.com
@Jorge: Thanks for the tip!