if u place order thro' broker for buying, if you tell him your demat account number, it will be credited to your account. If u want to keep in broker's account, for a short time, he can keep in his account.
after crediting to your account, if you want to sell, you can sell and give this Delivery instruction slip to transfer the shares to the buyer. Alternatively, you can sign a power of attorney with broker and for every transaction, u need not give the slip. He will automatically debit your account and transfer the scrip to the ultimate buyer. So, if your transactions are too many, u can opt for the second. Normally, if u open a three-in-one account with any of the institutions, they will go for second option only.