Hi Melanie,
I don't agree, Any product sold (or "put into use") MUST be CE marked, and putting a CE mark on a product means it must comply with ALL relevant standards. For PIC based devices this means EMC at the very least and possibly Low Voltage.
I'm not sure were the "Relay or Contactor" exemption comes in. A product containg ONLY relays or contactors may not have ot comply with EMC, but this is a debateable point as impulse noise is a problem. However the product must still be marked (and a record kept of why it was considered exempt) and depending on the operating voltage and application it may well have to comply with the Low Voltage and/or Machinery Directives.
The products we build have to comply with EMC, LVD and Machinery. In theroy if you build a PIC based electronic dice for your kids it should be marked and comply with EMC and the Toy directives! There are very few real exclusions to CE marking. Equipment for cars does not have to be CE marked, but since last year has to be "e" marked, even more difficult.
Fortunatly I can take advantage of one of the few execptions for my own equipment, as the holder of a full amateur radio licence I do not have to comply with CE marking for non comercial items.

Robert G8RPI.