It's a single market so every country basically has to follow the same set of rules. For example the EU commission/parliament will come up with a directive and every country has to implement it. Not much different from one country parliament voting a law and everyone in the country has to follow it excepted here they put that particular law in place to follow the EU directive. That's a reason why people don't like the EU because it's something not decided by the government they've elected in their country and politicians of the countries are quick to blame the EU when something doesn't go right because it's much easier to blame someone else than yourself.