I HAVEN'T TRIED IT--
If you search CryptoMining-Blog.com, you will find a guide to solo-mining Ethereum. In it, there are technical details on how to launch Geth for solo-mining. Simply point Sgminier-gm at your address, and try it.
I'd go into more detail, but unless you have a small farm of GPUs, it is near pointless to solo-mine Ethereum now. More than a year ago, I mined a couple blocks of ETH with Ethminer when there were no open pools. As soon as pools opened, hitting a block became very unlikely. For the articles on Ethereum mining, look at August-September 2015. --scryptr
Solo minning of the Etheruem is not very realistic now. The difficulty is rising fast, you can only do that if you big hash.