If you're in a multiplayer game you will need to stick together or you will die.
This is good and bad... One cool thing with Diablo 2 is when you get strong enough you can do baal runs or cow runs alone in a full 8 player game, giving you advanges in finding better gear and more XP...
Will is still be possible in Diablo 3 to split with your grp and handle monsters alone becouse you actualy has the power to do it... Or will you forever be forced to play with friends if there inside your game....