A bit more information would be useful, i.e. the grammar you want to use and an example input String. I don't know how much you know about Chomsky's grammar levels, but that's the key. Simplified said, a lexer can parse on word level (Level 3: Regular grammars) and a parser can analyse syntax, too (Level 2: Context-free grammars). (more information here: lexers vs parsers)
It's possible to use a scannerless parser, but I think you would just integrate the lexer in your parser if you write without trying to avoid a lexer. In other words, if you write your program, you would call the part that tokenizes the raw input string the lexer and the one that applies the grammar the parser, if that's how you want to call it. But you shouldn't give a lot about the terms. If you write a parser and don't need a lexer, chances a high, that the lexer is already in your code, but who cares ;) Hope that helps, but feel free to ask if it's still unclear!