You may have been misinformed. That is, brokerage firms offer Solo 401k but not Self-Directed Solo 401k which allows for investing in alternative investments like foreign real estate, promissory notes, tax liens, precious metals, private companies, etc.
Note, however, that companies like www.mysolo401k.net do open Solo 401k brokerage accounts with checkbook control all the time at Fidelity, TD Ameritrade and Schwab using a third party Solo 401k providers Solo 401k plan document.
Simply put, generally the only way to setup a Solo 401k with checkbook control at a brokerage firm is through the use of a third-party company whose Solo 401k trust documents allow for alternative investments.
Read following blogs for more information.
http://www.mysolo401k.net/Blog-for-MySolo401k.html?entry=using-mysolo401k-net-plan-document
http://www.mysolo401k.net/Blog-for-MySolo401k.html?entry=consider-self-directed-solo-401k
http://www.mysolo401k.net/Blog-for-MySolo401k.html?entry=how-about-a-self-directed