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Warning! Building your own jet engine can be dangerous. We highly suggest that you take all appropriate safety precautions when dealing with machinery, and use extreme care while operating jet engines. Serious injury or death can occur while operating a jet turbine engine in close proximity, due to explosive fuels and moving parts. Extreme amounts of potential and kinetic energy are stored in operating engines. Always use caution and good judgment while operating engines and machinery, and wear appropriate eye and hearing protection. Neither Bad Brothers Racing or Gary's Jet Journal accept any liability for your use or misuse of the information contained herein.
Step 1: Come up with a basic design for your engine
I would also suggest that to get the best answer to questions if you are attempting to build a jet engine or turbine based project, subcribing to a user group is the way to go. The years of combined experience from various users proves invaluable, and I am a regular on the Yahoo Groups DIY Gas Turbines forum.