Make or buy a RC circuit?

converting the PWM-signal to a smooth signal, is that what i DAC does,

No.

My problem is that I need to flatten out the signal or my Pizo might start to vibrate.

Do you mean smooth out the signal?

Should I but a resistor (R) and a Capasitor(C) and solder my own LP-filter?

Yes.

Can I buy this as a neat small thing with input PWM and output smooth?

Yes but you will need to know what cut off frequency you want. Indeed you will need to know what cut off frequency means. Along with the filter order. Low Pass filter

What frequency do you want this smoothed signal to change at?

Have you read this:-
http://www.thebox.myzen.co.uk/Tutorial/PWM.html