To run your own DNS, you would have to:
- understand how DNS works. The O'Reilly book DNS & Bind is a good start.
- install bind, dnsmasq, nsd, or similar authoriativeauthoritative name server
- configure it to serve your domain
- test it and make sure it's working (e.g. by doing
nslookups from the server itself) - either update your domain at your registrar's web site so that the
NS(nameserver) records point to your server, or ask your registrar to do it.
NOTE: you really should have at least two different nameservers (in case one is down or unreachable), preferably on two separate networks. Check to see if your registrar offers DNS secondary service - if so, you'll have to configure your DNS server to allow XFER requests from their DNS servers.