Yeah, it's a bad idea to try bandaging on your own as it can make things much worse.....try keeping your affected arm elevated to help the drainage. Also, I find that cold water helps to keep the swelling in check for me.
A great book I have is: Lymphedema by Jeannie Burt and Gwen White. It shows self massage and has a whole bunch of other good info, too.
Also, check out www.lymphnet.org
They have videos, books, etc..the whole shebang.
If you try the self massage (a term which always makes my husband smirk...) remember that it is very different from regular massage: use 2-3 fingers and press very lightly. Too hard will simply close off the lymph capillaries.
Just one MORE fun thing brought to you by cancer, huh!
Hope this helps,