I have a dot org domain that I use to run a website. Until now, I had an account onto a hosting+domain provider. Recently I thought to run the website on my own webserver and to handle the domain on my own nameserver.
What do I need to do in order to handle my .org domain by my own? Do I still need a registrar? Is there a more direct way that pir.org provide in order to fill in just a nameserver to be bound to a domain name?
You will need a domain registrar at a minimum. You can handle everything else yourself at no additional cost (other than time), but you will need the registrar.
You will need:
If you want to run a DNS Server by yourself to save costs (which I would NOT recommand to you), you will need:
a DNS Server (probably BIND in your case) running on your webserver
glue records for your domain (see http://en.wikipedia.org/wiki/Glue_record#Circular_dependencies_and_glue_records)
I suggest letting the registrar handle the DNS part, it's pretty cheap and not worth the hassle in your case.