Gunnar-
I recommend you go to Bobdunsire.com and join the forums. Lots of information can be found there. IMHO, learning to play the pipes properly on your own may not be impossible but would be very difficult. Like BEEDEE said, get a quality practise chanter and work on that for six months to a year, and then think about getting up on pipes. Whatever you do, don't buy the cheap Pakistani junk.
Cheers.