You should have to input your public key when you setup your account on a pooling service. You'll have to pay them a small percentage as well. Not sure if there's a way to mine w/o a pooling service. I'm sure there is, I just don't know how.
You can setup your own pool. However with the difficulty at it's amazing height, it is super highly unlikely you will ever find a block (unless you have a few ASICs).
Pools offer a more consistent payout. In the long run, it works out the be about the same, except you pay the pool operator a fee.