Hi Neal,
Unless it's an inexpensive stone you'd like to set in a "Tripps" type cinch mount setting, I'd leave it to a "real jeweler."
Cinch or snap tite settings are relatively secure, but not as secure as a real prong setting with a seat cut into the prongs and the prongs pushed down on the stone.
For a comprehensive site about cinch type mountings see
http://www.tripps.com/