It is actually pretty easy to make your own biodiesel at home. We put up a video by the Mythbusters in which they did nothing more than filter used French fry oil. The result was a sort of "biodiesel" which they then used to fuel a normal diesel car. This video shows that if you do want to make biodiesel at home you don't have to worry much about safety. Biodiesel in liquid form is very difficult to get burning. But as you can see in the ending sequence of the video, when it is atomized into tiny droplets with a high surface area to volume ratio it does burn. That atomization coupled with the high pressures in the cylinders of a diesel engine is why it works to power your diesel vehicle.
If anyone has the inclination to try making their own biodiesel, I want to encourage you. There was a time when people where much more do it yourself oriented. Today a big percentage of the population depends on buying premade stuff in department stores. If you know how to make things yourself it gives you a better understanding of how the world and our economy works. You know that products don't just appear on shelves because you have seen what it takes to make them. Also you are much more independent. If you can do it yourself you can also find a lot of chances to save too. Doing it yourself will also develop skills that you will keep forever, possibly offering you opportunities to sell your services in the future. Spending a few hours trying out biodiesel production at home will benefit you way more than sitting in front of Today's Reality TV Show for that same time.