Hi Harp,
I hate to contradict Melanie, but she is inviting you to break the law. It is illegal to sell or put into use (in the EU) a product that is not CE marked. This has been the death of many small products.
In theory you cannot even make something for your own use without CE marking it! this is plainly un-enforcable (especially as in the UK the enforcement agency is trading standards).
However if you sell your product you should comply. There are a couple of options to avoid lots of expensive tests. One is to self-certify. as long as you think it will not cause any problems, Build up a technical construction file saying why it complies, stick a CE mark on the unit, the file on the shelf and hope for the best.
If nothing goes wrong or no one complains (most likely your competion or possibly someone suffering from interference), the file will never be checked. Unlike Australia you don't have to tell anyone that you've marked a product so spot checks are impossible. The only othe way you might get caught out is if an insurance inspector spots something (this is getting more common but is only going to happen for obvious non-compliance)
The other way out is to sell a "component" not a product and let the person who is incorporating into a product worry about compliance.
All above said there are lots of people selling non CE marked products and getting away with it. As usual its the law abiding that get hit hardest and the "fly-by-nights" get away with it.
WEEE will be the same.

Robert G8RPI.