The first step of the photosynthesis is energy transfer from photo-excited pigments to the reaction center where charge separation takes place. This energy transfer process is difficult to study on molecular basis because molecular properties are averaged over structurally heterogeneous ensemble of the light-harvesting (LH) pigment-protein complexes. Recent developments of lasers and photo-detectors enable spectroscopy of individual molecules, providing direct access to photo-physics of individual complexes. We have built a laser-scanning confocal fluorescence microscope operating at liquid helium temperature. The sample is kept at 1.5 K to fix conformation of the protein. In order to investigate LH complexes in natural environment, LH complexes extracted and purified in the micelle of LDAO or OG are transferred into lipid bilayer by dialysis. LH complex to lipid bilayer ratio of 5:3000 turned out to produce aggregate of LH complexes. Photo-bleaching of the aggregate indicates energy transfer among complexes. Emission from an aggregate of 4-5 complexes decay exponentially to the level of a single complex, and the remaining emission is bleached in one step.