Brokers connect people who wish to buy and sell shares with the market.
Retail investors will generally sign up to a brokerage services provider such as those offered by the big banks. However, there are much better deals available from specialist discount brokers.
Use a comparison website such as CANSTAR to find the best deal of brokerage. It will have a huge impact on your profits, especially if you trade actively.
One broker that deserves special mention is SelfWeath, which charges a flat $9.50 per order no matter what size.