How to create own domain extension?

You can't. Only IANA can.

Management of most top-level domains is delegated to responsible organizations by the Internet Corporation for Assigned Names and Numbers (ICANN), which operates the Internet Assigned Numbers Authority (IANA) and is in charge of maintaining the DNS root zone.

• http://en.wikipedia.org/wiki/Top-level_domain

Here's a list of available TLDs:

• http://www.iana.org/domains/root/db/
• http://data.iana.org/TLD/tlds-alpha-by-domain.txt