How do I make my own doughnuts?

How do I make my own doughnuts? Do I need a special fryer or special oils or something? I also would like to know how to make a filled doughnut for jelly or buttercream.

Dear hitboots,
GLAZED YEAST DOUGHNUTS

1 1/2 c. milk
1/2 c. sugar
2 tsp. salt
1/4 lb. butter
3/4 c. boiling water
4 pkg. yeast
2 beaten eggs
5 1/2 c. flour

GLAZE:

1 lb. powdered sugar
1 tbsp. flour
Hot water

Melt shortening in hot water. Add milk, add yeast. Add rest of ingredients. Mix thoroughly. Pat onto floured pastry cloth in desired thickness. Cut with donut cutter and set the donuts on greased cookie sheet. Cover with towel and set in warm place for 1/2 hour. Heat grease to 350 degrees 2 inches deep in electric skillet. Fry until golden brown.
GLAZE: Mix dry ingredients. Add enough hot water to achieve the consistency of thin frosting. Dip doughnuts in glaze.

Sue...enjoy