A DNR is a statement of your wishes not to receive CPR if your heart stops. In many states, this is a separate document from a Living Will or an Advance Health Care Directive, which usually state your wishes about end-of-life care, such as being put on a ventilator or being fed through tubes.
If you do not wish to receive CPR if your heart stops, you should speak with your physician and make sure they are aware of what you want. They will be able to provide you with a DNR for your medical file and a form to keep with you in case your heart stops outside of a medical environment.