So Many Constraints

I have been extremely discouraged with my job search.

It is May 5th, 2010 and I am still unemployed. Partly, it is economy in the United States, and partly, it is the location (California with an unemployment rate of 11%). At one point, I was so discouraged that I said to myself," Fine! no one wants to hire me, I will do my own thing". And, viola! I had a business idea...and a good one too. I found out all the information I could about different visas that are required to open your own company in United States.

Apparently, I need to raise a $1M in order to start my own business in the US (It costs $200 in Canada)
My question to the US government: Hello, If I had a $1M, would I want to start my business eh?
I would rather retire and travel the world?

Isn't it idiotic that there is a price tag of $1M on what an individual can contribute to this insanely ridiculously economy?