More and more people are going into business for themselves, either as a sideline to their full-time work or as their main source of income. Either way,experienced soloists - people who start out by themselves and intend to keep it that way - say that this way of working has its own built-in stresses.

"Starting a business alone can be lonely," says Jane King, a financial consultant who runs Fairfield Financial, in Wellesley, Mass. "Anybody coming from acorporate environment the way I did is used to having a shoulder to cry on on a bad day or collecting a pat on the back on a good day. You lose that."

What's necessary, say King and others who have gone through it, is to get out of the house, to connect with other entrepreneurs and advisers, and to build anew way of getting support. "It is very important to find other people who are like you," says King. "You need a consortium of mentors and trustedconfidants, people who can console you when business is lousy but who can also give you useful advice - tell you yes, it's normal to worry this much aboutthe business, or no, that software program is not a good investment."