When your chain wears, it stretches.  If it stretches beyond the acceptable tolerance (> 0.75%), it may already be too late to replace the chain alone because the sprockets wear faster as the chain stretches.  The smallest and most used sprockets will wear first.  Putting a new chain on a worn sprockets/cassettes can cause dangerous slippage.  By replacing your chain often, you will prolong the life of the drivetrain.