It's extremely difficult to find a block all by yourself unless you have insane hashing power under your belt.  Imagine mining for months and not hitting the jackpot.  People use pools because they earn little by little all the time; instead of hoping they eventually hit a block, they'll know they'll hit one as a group and will take a portion of the reward based on how much hashing power they're putting into the pool.

You can attempt to mine solo to claim the reward all on your own.  Just don't get discouraged if you don't find one for a while.