The way we got a CE certification for our product was by hacking the system. It turns out that the way it works is that some legal entity of your own choice puts a CE-approved sticker on the product and can then be held responsible if the product doesn't meet the regulations laid forth in the directive that deals with whatever your product was (In our case the machine directive).

Of course the way it's meant to work is that your company hires an approval company that knows a lot about certifications, tests the product and then approves it knowing that they're on the hook if it doesn't meet requirements and regulations.

Nowhere does it say that the approving company can't be the same company as the one making the product, so basically we bought a few CE stickers put them on the product and it was approved. By us.