You have two major choices:
- Sign up with an identity URL service provider such as the ones listed at Yadis Identity Service Providers, and delegate to them from your own URL.
- Run Yadis identity software, such as one of the Yadis Software implementations, at your own URL.
The latter requires you to be comfortable running your own web server and making software installations on a web server. Delegation, on the other hand, is much simpler; most computer users will be able to do it.