You should consult with an immigration attorney familiar with your visa and business immigration visas in general. There are visas specifically geared for foreign citizens wishing to invest and do business here, but there are significant procedures and guidelines to follow (i.e., the nature of the application and the monetary requirements involved.) Also, if you are already in the US on a visa, before starting a business, it is also wise to consult with an immigration attorney, so as to avoid jeopardizing your status by taking an active management role in a company owned by you, in contravention of your visa's parameters.
I hope this helps.
Disclaimer: This answer is for informational purposes only and does not constitute general or specific legal advice, nor create an attorney client relationship.