There is no doubt that owning and running a business can be a highly satisfying and monetarily rewarding experience, but as you've perhaps already discovered or soon will, it can also be extremely challenging. The decision to start a business should be carefully researched and planned, not done on a whim. “Unsuccessful businesses do not plan to fail, they just fail to plan!” Many critical factors combine to determine the ultimate success or failure of a new or developing enterprise.

Note: When starting a business in the United States, there are a number of legal issues to address, which are discussed in later sections. One important legal issue that needs to be addressed up front by a non-U.S. citizen is “Can I start a business in the U.S.?” The type of Visa issued determines if an individual is legally allowed to start a business or obtain financing. This should be researched prior to starting this tutorial. The following links provide more information for non-U.S. citizens that want to own a business:
U.S. Visa News FAQ
Small Business Administration
IRS