How do I setup a pre-nuptial agreement?

You can draft the agreement yourself however, if you want an agreement that will definitely be held enforceable in Court, you may wish to consult an attorney.  They can draft the agreement for you in a way that makes it binding on both parties.  

If you are dealing with a number of assets, it is a solid investment to have an attorney draft the agreement for you (the fees are not that high and most certainly is a LOT cheaper than have an attorney handle your divorce -- should that unfortuneately scenerio occur).