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Given two rectangles \\(A, B\\) in \\({\\mathbb R^N_+}\\), the authors consider the self-intersection local time of \\(W\\) defined as the limit as \\(\\varepsilon\\) tends to zero of  \\[  \\alpha_\\varepsilon(x)=\\int_B\\int_A p_\\varepsilon^d(W_t-W_s-x) ds dt,  \\]  where \\(p_\\varepsilon^d(z)=(2\\pi \\varepsilon)^{-d/2}\\exp(-|z|^2/2\\varepsilon)\\), and \\(x\\in {\\mathbb R}^d\\). If \\(A=B\\), the critical dimension below which \\(\\alpha_\\varepsilon(x)\\) does not explode is \\(d=2N\\). More precisely, if \\(d<2N\\), the limit exists in the Sobolev space \\({\\mathbb D}_{2,\\rho}\\), for any \\(\\rho<2N-d/2\\). If \\(d\\geq 2N\\) a similar type of convergence holds for the renormalization \\(\\alpha_\\varepsilon(x)/ f(\\varepsilon)\\), where  \\[  f(\\varepsilon)=\\begin{cases} \\log 1/\\varepsilon &\\text{ for } d=2N,\\\\ e^{(2N-d)/2} &\\text{ for } d>2N.\\end{cases}  \\]     If the intersection \\(A\\cap B\\) has dimension \\(p\\) with \\(0\\leq p<N\\), the critical dimension turns out to be \\(4N-2p\\), and the renormalization function is \\(f(\\varepsilon)=\\log 1/\\varepsilon \\) in the case \\(d=4N-2p\\) and \\(f(\\varepsilon)= \\varepsilon^{(4N-d-2p)/2} \\) if \\(d>4N-2p\\). In the case \\(A\\cap B=\\emptyset\\) there is no explosion. The convergence of the renormalization \\((\\alpha_\\varepsilon(x)- E(\\alpha_\\varepsilon(x)))/ \\sqrt{f(\\varepsilon)}\\) is also investigated in all cases.    The proof of these results is based on the Wiener chaos expansion and on the techniques introduced by the authors [in: Seminar on stochastic analysis, random fields and applications. Prog. Probab. 36, 151-168 (1995; Zbl 0827.60036)] where they treated the case of the Brownian sheet 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