Nuclear technology is not something you can just build in your garage. You can't just download the specs off the internet, pick up some plutonium and cooling rods at the Home Depot, and do it over the weekend. It requires an immense amount of knowledge and skill that can't be easily acquired, and billions of dollars of specialized equipment and raw materials.

No one short of a sovereign nation has the resources to even potentially acquire a nuke. And no sovereign nation would attack another nation with a nuke, because the backlash would far outweigh any gains. Even Kim Jong Il realizes this, and he's about as mentally unstable as leaders get.