Testing Digital Signatures is possible with the System PSE, no need to create new PSEs or install certificates.
I'm assuming you are using report SSF02 to test? Although SSF02 calls SSF01, it is used to test the Application Server. You can call SSF01 directly to test the Frontend, see the attached link for details.
http://help.sap.com/erp2005_ehp_06/helpdata/en/43/b948d4f32c11d2a6100000e835363f/frameset.htm
To verify the Digital Signature created in systemA, it is sufficient to import the certificate of systemA to systemB. For complex Digital Signature scenarios SSF Application PSEs should be used, that way you can have different private keys and certificate lists.
