Bending your little finger without bending ring finger
This does not have to be the case always, For example if you are a pianist you need all your finger to work independently.

OK, So coming to the main question.

In simple words, They are all interconnected. See the image [Source: Google Images]



They share flexor tendons (The flexor tendons allow you to bend your fingers) , If you try to move one, other is objected to come along.

Yes it is possible, As I mentioned before if you are a pianist, you don't have much choice. It is possible by little bit training.