Posted By Dave Merchant
The legal answer is a simple 'yes', provided of course your machine is covered by the Machinery Directive in the first place:-

'supply' under the Supply of Machinery (Safety) Regulations includes a person who, "being the manufacturer of relevant machinery, himself puts that relevant machinery into service in the course of a business;" [SMSR:11.2(a)]

so you're supplying the machine even though it's for your own use, and have to satisfy the rest of SM(S)R.

SMSR:12.1(d) requires "except in the case of relevant machinery to which regulation 23 below applies, the EC mark has been properly affixed by the responsible person to the relevant machinery"

Reg 23 exempts machinery for incorporation (i.e. something that can only be used when built into a larger machine and cannot function independently).

As to *how* to affix the CE mark, that depends on the machinery class (and so if it needs type examination or technical file routes).