Brilliant idea, I say
There are lots of people 'teaching themselves' DBT and it is very doable. There is a free Yahoo group which runs 'classes' by emailing a new skill each Saturday and then everyone posts their 'homework' and the moderators reply. The class cycles through all the skills just like a real life class would. I find the weekly kick very useful, otherwise my workbook would just sit by my bedside! The same people also run a separate Yahoo group where you can discuss the skills.
If you scroll down this page there is a list of books and websites on the left:
http://buildingalifeworthliving.com/about-dbt/