There is one thing that needs to be clarified. Are you just wanting to use your own domain name in the name server delegations and have them point to your provider's DNS server, or do you actually want to run your own DNS server on your own system?
If you want to continue using your existing DNS provider, it should just be a matter of getting in touch with your domain registrar and registering name servers and providing the IP addresses of the existing DNS servers. Most registrars will allow you to do this, though some will not. Also keep in mind that if your DNS provider changes one (or more) of their IP addresses, you will have to update the name server registrations with the registrar as well.
If you want to run your own DNS servers, you will need two IP addresses. You could one run yourself and use an outside service for secondary if you only have one IP. There is a very good reason that the RFC's on the topic say that you must have two name servers and that they should be geographically and logically separated on the network. Your IP addresses will need to be static as well.
If this domain will be used for anything other than learning or messing around with, seek professional assistance. DNS is a core protocol that underlies nearly everything else (web site, e-mail, etc.). If it's not done properly it will cause problems down the line for your business (or your customers, whatever the case may be). If it's just a personal domain, have fun and experiment. It's the best way to learn!