I'd agree with Ben that the particular scanning technique that Goenka teaches would be quite difficult to get started on by yourself. I did a single Goenka retreat several years ago, and I don't think the retreat instructions would be very effective without the retreat support.
But that's not to say that some sort of scanning would not be useful. Many teachers use scanning as part of their instructions, often to make sure that one is relaxed and aware of the whole body. When doing walking meditation I usually do a body scan at every turn, which relaxes tension and makes me more aware of how my whole body is responding. Since scanning is a somewhat "active" technique it can be handy if drowsy when sitting.
There's a "body scan" guided meditation here: http://www.buddhanet.net/audio-meditation.htm
Guided Meditations with Malcolm Huxter
Body Scan gives instructions on bringing awareness to bodily sensations. For the most part this exercise is relaxing. Occasionally practitioners initially feel uncomfortable with this exercise. If it becomes overwhelmingly distressing, merely distract or direct attention to something outside your body until you are more comfortable with the exercise at another time.