I would like to timestamp my DLL file with my own Authenticode Timestamping Service. Is this possible? How could I achieve this?
You can develop your own timestamping service. You can write TSP (RFC 3161) server but Authenticode doesn't use RFC 3161 but PKCS#7/PKCS#9 formats as described in MSDN article (which you can implement as well). Our SecureBlackbox components include timestamping server component which supports both formats. Update: recent updates to Authenticode use standard RFC 3161 timestamps.
But the problem is to get the certificate which you will use to sign timestamps. This certificate must be issued by one of the CAs and as I understand, there exist severe requirements regarding management and infrastructure aspects of running a timestamp server. In particular you need to have a secure timestamping hardware. I didn't dig deep into this question, but these aspects are much more complicated then writing a piece of code.
Still if you run your own PKI infrastructure (have your own trusted root certificates and CA certificates), then the problem of having a trusted timestamping certificate is solved automatically - you can generate your own certificate.