I have what I believe is almost certainly a case of sleep apnea.
I am absolutely known to snore, and I also sometimes wake up gasping for air.
I've been told that I would benefit greatly from using a breathing aid, and should have a sleep study.

Here's the problem though - I recently have lost my health insurance due to the inability to pay for the latest increases - I simply don't have the money to pay the 750.00 premium every 30 days and also keep a roof over my head. So I won't be getting a sleep study any time soon as a brief search has shown that they could cost between 1,000 and 5,000, which I don't have on hand at the present time.

What I'd like to do is get a CPAP machine and just start using it, but looking around on the Internet at sites that sell medical devices shows that a prescription is needed to obtain one. I assume that to get a prescription one must have a formal diagnosis from a sleep study.
What gives - can using one of these devices without a diagnosis cause one to hurt themselves?
Anyone know of a way to purchase one without having done a sleep study?

Thanks in advance for any advice or replies.