Testing an inductors self reasonant frequency
The inductor doesn't "stop functioning", it just starts to look capacitive at frequencies above the SRF. Must be a pretty big inductor to have such a low SRF (I'm assuming you mean 1kHz)  

Ideally you would test with a network/frequency analyser, but you could build an LR filter with it and use a function generator to pass a sinewave through it and look for the sharp drop in output at the resonant frequency. Or do similar with an LC tank. Or use a 2-channel scope and look for the phase change. 

 

L1 has 200nF capacitance in parallel with it an 10&Omega; series resistance (not shown - set up in the inductor specs to achieve the approximate 1kHz SRF)

Simulation:



I'd also grab a new inductor with a higher SRF, as you're going to have to do this anyway.