At these scales without spinning the force of gravity on a point of the ring due to the rest of the ring (see my previous post) is small (ie < 0.00001 N, it's another pretty trivial calculation I'll let you guys verify) and decreases linearly with the ring's radius. If it were a problem, then spinning the ring would actually help fix it, to a certain (small) rotational speed. A much more pressing concern would be the force of gravity of other large bodies, namely the sun.
Also please note that collapsing under your own weight =/= collapsing under your own gravity. What I described above was an investigation to see if the ring would collapse under its own gravity, by which I mean the force produced by itself and acting upon another part of itself. Collapsing under your own weight means that there is an external gravitational field strong enough to `break' objects that aren't strong enough. For example, if I suddenly gained 500 pounds of fat, I would collapse under my own weight, lacking body strength to support my mass. Alternatively if you created two massive slabs of material seperated by a short twig (in SPACE), the system would collapse due to its own gravity.
EDIT:
You could argue that you could balance the sun's gravity and your object's with a spin. This isn't possible with a dyson sphere because your two poles would still need to collapse; they would likely collapse inward while the equator would collapse outward. It's slightly more reasonable with a ring. Slightly. The radius of the ring would have to be many times greater than that of the sun, and the sun would need always be very close to the solar system's barycenter.