Can I build my own Extended Validation SSL certificate?
The way that EV SSL certificates work is to stick an authority-specific OID in the certificate policies extension field of the cert (which is a standard X.509 certificate otherwise).
As EK said, the reference OIDs for each authority are shipped as part of the browser's root store of certificates. The user interfaces don't let you add a new CA and say "this is an EV capable CA and the UID is a.b.c.d.e.f".
I suppose it might be possible to build an open-source browser from source, adding your own CA's cert along with its EV oid to the root store, but you haven't really achieved much by doing so. The browser would no longer be compliant with the CA/Browser forum EV guidelines (which limit the EV-capable authorities).
Wikipedia has more info on EV certificates here:
No you can't. The trusted roots for these are fixed within the browser