This CAN be done yourself, but you really have to watch what you're doing as they will come loose unless you're careful. You also have to know what size of tenon you have on that front sight (narrow or wide) and a specialized tool called a sight staking tool. Quite honestly, doing this is a PITA.
If you have a narrow tenon, I suggest sticking with as small a front sight as possible since the smaller tenon wasn't designed for tall sights that tend to lever their way loose while shooting. The wide tenons, not so much.
If you plan on doing this once, just have a smith do it and make sure he's willing to back up that work.
A good gunsmith should have the wherewithal to "make the cuts" necessary to have a dovetailed front sight. For the home tinkerer, when the slide is cut for dovetailed sights, aftermarket tools can be purchased so that you can move/remove them and/or replace them yourself.