I have co-founded my own business, so I can tell from experience that what Paul Jarvis is saying here is spot on, especially that part:
Be mentored, do the job you want for someone else for a while first. Learn from them what it takes to run that business (on their dime, since they’re paying you as their employee). See how they deal with customers, HR, the government, and difficult situations. Network while at that job with other industry people and build relationships. Make a name for yourself before you need to use that reputation for your own benefit.