You need to set your rewardassignment to yourself. First, find your numeric id and enter that with your passphrase on the /rewardassignment.html. (Enter address in the first row, this will output your numeric id, then enter the id with your passphrase in the 2 rows at the bottom.)
Then you just enable solo mining on your miner. I don't know what miner you have, but it should be pretty simple.