You need to comply with the "usual domestic stuff" like Regulation 10 of PUWER, meaning you have to ensure your equipment is compliant with the relevant essential safety requirements as per Schedule 1 of L22.
I don't believe you need to affix a CE mark as you don't intend to supply (although I stand to be corrected there), however you have to do everything else that would otherwise be required to obtain a declaration of conformity (including technical files etc.) - which you can of course self-declare.

From the EC Guide to the Directive:

"§ 80 A person manufacturing machinery for his own use
A person who manufactures machinery for his own use is considered as a
manufacturer and must fulfil all the obligations set out in Article 5. In that case, the
machinery is not placed on the market, since it is not made available by the
manufacturer to another person but used by the manufacturer himself. However, such
machinery must comply with the Machinery Directive before it is put into service"

Article 5 says:

Article 5
Placing on the market and putting into service
1. Before placing machinery on the market and/or putting it into service, the
manufacturer or his authorised representative shall:
(a) ensure that it satisfies the relevant essential health and safety requirements set out
in Annex I;
(b) ensure that the technical file referred to in Annex VII, part A is available;
(c) provide, in particular, the necessary information, such as instructions;
(d) carry out the appropriate procedures for assessing conformity in accordance with
Article 12;
(e) draw up the EC declaration of conformity in accordance with Annex II, part 1,
Section A and ensure that it accompanies the machinery;
(f) affix the CE marking in accordance with Article 16.

So I read that as yes you do have to CE mark it.

Incidentally it may be more complex than you think, since Annex IV of the Directive includes "Injection or compression plastics (or rubber)-moulding machinery with manual loading or unloading". Annexx IV machinery requires compliance with one of the conformity procedures in Article 12 of the Directive.

More here http://ec.europa.eu/ente...s/legislation/machinery/ with a link to the full guidance near the top of the page

Thanks to those clarifying my own CE uncertainty. Still seems a bit odd to me, given that the thrust of the CE mark is about transparency in trade across the EU, but hey-ho, onwards and upwards.

Hmmmm.....wouldn't that duty holder responsibility then apply equally at that first time of 'placing on the market' by the person actually selling the kit (e.g. the administrator)?