What is a soul? Perhaps others would define it differently, but I am going to use a loose definition: 'the part of an individual that is not rooted in the physical world, and enables that individual to somehow have a consciousness after physical death'.
If you believe you have a soul, and you believe in evolution, and you don't believe that all life forms have a soul (e.g. a worm, a bacterium...), then you must come to the conclusion that at some point along the evolutionary trail an animal existed that didn't have a soul whereas its offspring did. This seeming absurdity springs from evolution being a very finely gradiated change, whereas a soul would seem to be something that is either present or not – you can't have half a soul.
Another problem I have with the concept of souls is the whole afterlife thing. If heaven exists, is it possible to do bad things there? I don't want to hear any crap about how you won't want to do any bad things because you will be surrounded by god's love – if I didn't want to do something that was slightly morally dubious in heaven (even just to test whether i could) then i wouldn't be me. If this soul doesn't look like me (physical attributes dead on earth) and doesn't have the same personality and critical faculties as me, then it isn't me and the question of whether this soul lives on after I die is one of complete irrelevance.