I completely agree with Phoenix and Momma.
I had a horrible, horrible experience regarding what you are thinking of doing. It was not my choice (I was in another province when my family put MY dog down).
Anyways, my aunt later told me that she was so sorry and had tried to convince them to take him to a vet. I don't know exactly what happened to my dear pup (no details were given to me) but they were very shaken by it. I suspect it did not 'go as planned' and that just breaks my heart.
It is completely worth it to know it is being done by a professional. You will still be there with him/her to love them as they pass. You won't have to worry about anything except being there for your beloved pet. This is not the kind of thing to throw the dice on, in my experience.
Take care of yourself. I'm sorry for what you and your pup are going through.