Lone female atiel laying eggs and sitting on it?

our female atiel laid an egg in the bottom of her cage today and is sitting on it. we are not sure how old she is as she is a foundling from a neighbors garden but we have her since august 2009 so she is at least 2 years old. we don't have any other birds which means the egg is infertile but when i gave her her fresh food she was really protective of the egg, so decided to leave the egg to her as i am worried that taking it away from her will depress her. what would be the right thing to do in this situation? would it be best to leave the egg to her until she looses interest in incubating it and then taking it out? would it be a good idea to get her a male partner in a few weeks time since she seems to be in a breeding mood? please give me your advice if you've had a lone female atiel who has laid eggs and what the right course of action is.