There are two separate elements to make DNSSEC work.
- Generate keys and sign the DNS records.
- Put the hash of the key in your parent zone (
example.se) via the DS record.
The latter is possible with .se and a growing number of other TLDs (refer to DNSSEC deployment on wikipedia or subscribe to the dnssec-deployment mailing list).
In regards to the DIY part of the question: there are quite a few ways to implement DNSSEC for your zone. Current DNS servers already come with DNSSEC support, but still, you have to do the above steps. If you really want to do it yourself, you can use the Bind Tools (keygen and signzone) or something like the OpenDNSSEC suite.
There are also some providers that offer DNSSEC in their portfolio, but usually you will have to transfer your domain to them or use something like DNSSEC in the middle. You might want to have a look at the recently published Phreebird by Kaminsky which sits right in front of your normal DNS server and performs signing. I would recommend exanames which is designed to do as much of the work related to DNSSEC as possible, but I am biased, because I am one of the developers.