I do think people are a little too edgy on the whole DIN issue. The guys in the shop dont do anything more in most cases than look at the chart and ask you a few questions. In all honesty setting them yourselves avoids the inevitable exaggeration of skill that happens in a lot of cases with people renting skis.
I'm 130lpb, 5'8" and a very agressive skiier. Unless my bindings are set at 7, i prerelease when stopping and sometimes in a particularly aggressive turn. If you take the time to read up on DIN settings, forward pressure and everything else that goes with it and can take a realistic view of your ability there is no reason that you HAVE to go to a shop.