You are not required to have an EIN if you are a sole proprietor. You can file under your SSN. In the business information section of your return on the "Here's your Business info" screen click "Edit" next to General Information. Look at Payment and identification and click on "Edit" under Employer ID Number (EIN), then click "No, I don't" in answer to the question "Do you have your own Employer ID Number (EIN)?"