Starting your own business has it's pros and cons. There's a ton of information about how to do it, though. One place you might try (if you're in the US) is to look for the local chapter of SCORE (service corps of retired executives). Those folks usually work closely with the Small Business Administration and teach a lot about how to start up a business.

My wife and I own a small business...at first, it was fun, but now being responsible for about 100 part time employees is a really big strain. There are some benefits to being an employee of someone else. You really have to have intestinal fortitude to do something on your own...I thought I did; six years into it, I learned that I was fooling myself ...

Best of luck to you.