Trifid is a fool....an on-line trading account IS a brokerage!
It depends on how you define "broker" You don't need a full service broker - they are very expensive. You want a company that will make online trades for you through their broker. You just establish a brokerage account with them and each trade costs about 8 bucks.
There are probably a hundred such "online brokers"
Opt for investment in mutual funds. Direct dealing in share without a broker is not possible.