And you still need to file for unemployment insurance, even though you are planning to start and get up and running in your own business. You may not be fully occupied with the new business, and it may not take off, may not take all your time, and may not produce any income for you for quite a while. So file for unemployment benefits also and do what they ask of you. After all, even if you are interested in starting your own business, if you were to apply for and find the most wonderful job in the world, you'd probably take it, wouldn't you? Good luck!esads