So what would you do with the generated DH parameters? Literally just `cat` them to the bottom of the SSL cert? Is there anything else that needs to be done? What happens when DHE-RSA-AES256-SHA is used without having those DH parameters in play?
Yup. Just add it to the end of your private key/certificate file (NB: only applies to stunnel when configured for DH or other programs reading DHparams from a key/cert file).
If you try to use only DHE-RSA-AES256-SHA without DH being setup, nothing will connect. If you have DHE-RSA-AES256-SHA as an option with others, it will negotiate a non-DH cipher. (e.g. "DHE-RSA-AES256-SHA:!ADH:SHA" -- you can verify the ordering with `openssl ciphers -v DHE-RSA-AES256-SHA:!ADH:SHA`)