You can modify your DNA oligo with all kinds of things using this method
http://pubs.acs.org/doi/abs/10.1021/nn403386f . Alternative, you can buy your oligo with a click handle attached to the 5' or 3' end (amine or azide, just order from IDT). If you want to use your oligos as probes for FISH or something similar, I recommend using LNA modified oligos. They are nuclease resistant and have better specificity and higher melting temperature than plain old DNA.
Don't know why a DNA oligo would be recognized by the RNAi machinery.