Do I have to get support from the employer to file O-1(especially application fee), if I am qualified?
-Your employer has to file a Form I-129 Petition for Non-Immigrant Worker with an O/P Supplement for you. You had better hire a lawyer to help you (at least ask the lawyer to evaluate your qualifications).
Can I file O-1 applicaiton by myself if I am qualified or I wan to have a try?
-No.