Seems like a lot of trouble to carry your own umbrella with you. The only reason that I could think of with Club O not letting you use your own in very windy conditions is that it could be a safety concern if it blew out of the sand. Otherwise I don't know why they wouldn't let you. I've been there when they blew away and you don't want to get in their way when they are blowing around. You could get stabbed by the pole or pummeled by the umbrella.