This is something that all guitars need to have done periodically. You will need to take your guitar into a local music shop and ask to have your guitar setup to correct the intonation.
What exactly is guitar intonation?
Guitar intonation refers to the need for each string on the guitar to be a slightly different length in order for the notes to sound at the correct pitch when the strings are fretted.
Why does intonation matter?
Have you ever played your guitar, tried to tune it up, only to find that it sounds out of tune no matter what you do? You check each string with a good tuner, and find that they're all okay, but when you play a chord or some leads you find that something is definitely wrong. Poor intonation is the culprit - the open strings are all in tune, but the fretted notes are not, and it will get worse the further up the neck that you go.
How do I check the intonation?
It's pretty easy - first, tune your guitar properly. Then play a natural harmonic at the twelfth fret - you can play a harmonic by pressing on the string lightly, much lighter than you need to fret the note, but not so light that the fundamental frequency sounds. Once you've played the harmonic, press down and fret the note - if they are the same, then your guitar is well intonated - if not, then it will need some adjustment. When you're fretting the note, it is important not to bend the string up or down, or to apply any more pressure than is needed to sound the note cleanly.
Should you get somebody else to do it?
Any guitar technician worth his salt can set your intonation. If you need to set your intonation because you have changed the gauge of string you are using, you have changed your tuning, or the intonation was out when you bought the instrument, then getting a professional to do the job is a good idea. This is because the truss rod and perhaps the spring tension on the bridge will need to be adjusted first. You might need to file the nut down, or get a new one cut. These are much harder adjustments than simply setting the intonation alone.
If you need to adjust the intonation because you have changed the bridge or saddles, or it has simply drifted over time, then it is a matter of choice whether or not you want to do it yourself.
I want to set the intonation myself. What do I do?
First, play the harmonic at the twelfth fret. Using the tuner, bring the harmonic exactly into tune. If you are tuning down, tune down PAST the note you are tuning to, and then tune up. Get it absolutely as close as you can. Then play the note at the twelfth fret, being sure neither to bend the note up or down, nor press down on the fret harder than you need to, to sound the note cleanly. If the note is sharp, that means the string is too short. Correct this by moving the saddle closer to the bridge. If the note is flat, correct it by moving the saddle closer to the nut. It takes a bit of trial-and-error to get a feel for how far to move the saddle each time. Be aware that adjusting the saddle will pull the string out of tune, so you will need to put it back in tune each time before checking the twelfth fret harmonic against the fretted note.
What do you mean by move the saddle?
The saddles on most bridges can be adjusted by screws on the bridge. If you have a double locking type of bridge, such as a Floyd Rose, then it might be adjusted with an Allen key that holds the bridge in place or lets it free to be adjusted. This means that you will need to detune the string so that it is slack before you move the saddle, and then tune it back up to check that it is in tune. This might seem very annoying, and it will add some time to the whole intonation process, but once you get a feel for how far to move the saddle it won't seem like such a hardship.
Make sure your strings aren't too old.
If your strings are old, tired or worn out, then that can affect your guitar's intonation too. Before you go adjusting the saddles on the bridge, put some new strings on your guitar. That alone might be enough to fix your guitar's intonation.