It's one thing to have help and refuse it; its another thing to be going it alone and need someone and not have that as an option. Sure, anybody could do pregnancy alone (and certainly, I hated being fussed over - that's not what I mean when I say support, and it doesn't have to be the case) but what I'm trying to get across is that there is no reason to do so.
Most of the time, pregnant women can get healthcare for free, sometimes you can get access to a midwife or doula for free if you can show you have need, and you can have someone to talk to, to get feedback from, and to do things that get hard when you're pregnant or have a kid, like laundry or grocery-shopping (grocery shopping with morning sickness? No thank you.) Depends on where in the world you are, but in the US, this is a good place to start: http://mchb.hrsa.gov/
Here's another resource, less clinical: http://www.healthconnectone.org/
It's great to be strong, and pregnancy is far from impossible even if you're doing it alone - but why make something more difficult than it has to be? Less stress, anxiety and exhaustion make the adjustment to parenthood much easier, and therefore the adjustment to being born is easier for the baby.