Yeah you can do it. Ive never done it and only researched it but Lyman makes a bullet mold to melt your own. Also I cant remember the site but a company from MN makes slugs for this too. Also some slug companys sell their slugs for reloading. Ive heard its tough to get great accuracy from makin your own since everything has to be done exactly the same on every slug. I know you need to roll crimp but I just did a search on yahoo to find all my info.