This depends on the contractual relationship you have with your employer. Every year court cases hang on this distinction and unfortunately there is no clear definition. However, there is a rough rule of thumb:
Many people are happy to be self-employed and some occupations, such as journalism, are likely to have a high proportion of self-employed workers. However, some unscrupulous employers deliberately miscategorise individuals as self-employed. Specifically, they are trying to prevent the people who work for them from becoming 'employees' so that they do not enjoy the full range of employment rights to which they are entitled.
Determining who is an employee and who is self-employed is contentious; if you are unsure, you should seek individual advice. Contact your union if you are a member, or use one of the resources on our free help page.