How can I set up a DNS to host several registered domains on my own computer or where can I find information related with this?
Rigo.
When you register the domain name, you must have dns servers set up to handle queries. If you do a whois on Network Solutions (now VeriSign) for worldcom.com and mci.com, you will see both have the same dns servers.
You can see differences in the two when you go into nslookup.
Set type to mx and put in their domain names. They share the same MX records but the DNS servers have changed (two extra for wcom.com).
To learn more, check out "DNS and Bind" by By Paul Albitz, Cricket Liu (Oreilly, visit Mr. DNS, or do a search on goggle.com. The is an abundant supply of knowledge about the subject on the Internet.
One answer to your question can be found after searching on Mr. DNS
I own the Oreilly book on DNS/BIND I must say it's VERY helpful to understand how DNS and BIND works. The answer to your question is there and with a very good answer.