Do you mean that your yarn is kind of thin, so that if you knit it using the size needles recommended for the project, that it would be lacy? Honestly, I'm not sure how that would work out. You would probably want to do a gauge swatch, because it may end up being to small if your yarn is rather thin, even if you use the same size needles. You could also try double-stranding the yarn if you have enough, or double-stranding with a coordinating yarn. Good luck!
Just_A_Girl, try searching for the "magic loop" method. I don't use dpns, but I learned how to do magic loop while knitting up Kate. Basically, it's using one very long cable needle (at least 36") and creating a loop that can be adjusted to a very small size.