Looks like a useful course; running on pure veg oil should be safer than trying to convert it to diesel in your own garage, see http://news.bbc.co.uk/1/hi/england/northamptonshire/7527630.stm
If you are making your own fuel and are using methanol or other substances that produce flamable vapours you should assess where a flammable vapour/air mix could occur and ensure there are no sources of ignition in those locations (light switches, power tools, etc). In commercial fuel manufacture only equipment that is certified as being 'intrinsically safe' may be used in such areas, unfortunately for the subject in that bbc article it appears the same safety measures weren't applied in his garage. There is also potentially an environmental issue with making biodiesel at home, the other components (caustic, methanol, etc) could cause harm if not properly contained and waste produced (solid or liquid) may not be suitable for normal disposal routes.
Don't think I'm trying to put people off, I'm not, running on veg oil or homemade biodiesel can be a great way to save money and help the environment; just make sure you are aware of the safety and environmental issues. Going on a course could be the best way to start to ensure that you are aware of these issues and help you get many miles of cheap, safe and green motoring.
Binz