Encryption and KDMs are a complicated matter period, even if there was a free application with a simple interface. You need to collect the digital server certificate of every server you want your content to play on, which is no easy task in itself. You then need to generate your own digital certificate chain and use that to sign your DCP and generate the KDM, which you then need to distribute.
I know everybody thinks encryption is very important, but unless you are distributing your content to a lot of locations, then the risk of misuse is low. How many people encrypted their DVDs, HD-CAM, Blu-Ray, etc when they deliver their content to venues? Those are much easier methods to duplicate and abuse.
I've mentioned this before, but the need for KDMs is over stated for the typical independent film maker and I would think there are other priorities to be concerned with first.
Having said that, it is possible, but there is no Step 1, Step 2, Step 3 guide that I am aware of. I would suggest reading Wolfgang's Wikis and absorbing as much you can. Once you understand the process, understanding the tools becomes a lot easier.