So you want to run SCCM 2007 in native mode?  Here you find some notes and step-by-step actions on how to do this...

First, make sure you really want to do this.

Choose between Native Mode and Mixed Mode
http://technet.microsoft.com/en-us/library/bb632431.aspx

Second, review the (quite detailed) checklist

Administrator Checklist: Migrating a Site to Native Mode
http://technet.microsoft.com/en-us/library/bb632727.aspx

For most installations, you will have to do the following

1. Create a custom web site

Configure Custom Web Sites for Configuration Manager Sites
http://technet.microsoft.com/en-us/library/bb693482.aspx

Configure a Configuration Manager Site to Use a Custom Web Site
http://technet.microsoft.com/en-us/library/bb693662.aspx

2. Create the necessary PKI Infrastructure

SCCM 2007 PKI with Windows Server 2003 CA
http://technet.microsoft.com/en-us/library/bb694035.aspx

SCCM 2007 PKI with Windows Server 2008 CA
http://technet.microsoft.com/en-us/library/cc872789.aspx

3. Configure a Fallback Status Point (less secure, but really useful)

Create a Fallback Status Point in Configuration Manager
http://technet.microsoft.com/en-us/library/bb680830.aspx

4. Switch to native mode

Configure the Site Server with its Site Server Signing Certificate
http://technet.microsoft.com/en-us/library/bb680769.aspx

Specify the Root Certification Authority Certificates for Operating System Deployment Clients
http://technet.microsoft.com/en-us/library/bb632596.aspx

Migrate the Site Mode from Mixed Mode to Native Mode
http://technet.microsoft.com/en-us/library/bb633152.aspx