Allow me to correct my earlier response. You cannot simply walk out the door and be considered legally seperated, even though you are living seperate. You need a court order to be legally seperated. Usualy attorneys charge less for a seperation agreement.
A seperation is not a divorce. A divorce legally establishes you are not married. During a seperation, you are still legally married. You do not need an attorney for a seperation, simply live seperate.
If I were you I'd ask an IL divorce lawyer and not rely on the other answer. In CA you can file either for a legal separation or a divorce. A legal separation leaves you married but divides the marital estate and ends the marital community. I don't know if the same is possible in IL; most people who opt for this do so for religious reasons. You cannot legally separate just by walking out the door as Mr. Raschid states.