Register the business with your state:
Alabama http://sos.alabama.gov/BusinessServices/
Alaska http://commerce.alaska.gov/occ/
Arizona http://www.azsos.gov/business_services/filings.htm
Arkansas http://www.sos.arkansas.gov/BCS/Pages/default.aspx
California http://www.sos.ca.gov/business/forms.htm
Colorado http://www.sos.state.co.us/pubs/BusinessAndLicensing/
Connecticut https://drsbustax.ct.gov/REG/REGISTRATION.ASPX
Delaware https://onestop.delaware.gov/osbrlpublic/
District of Columbia http://brc.dc.gov/licenses/licenses.asp
Florida http://www.stateofflorida.com/doinbusinfla.html
Georgia http://www.sos.ga.gov/corporations/
Hawaii http://hawaii.gov/dcca/breg
Idaho http://business.idaho.gov/
Illinois http://tax.illinois.gov/Businesses/register.htm
Indiana http://www.in.gov/dor/3744.htm
Iowa http://www.iowa.gov/tax/business/newbus.html
Kansas https://www.kansas.gov/businesscenter/index.html
Kentucky http://revenue.ky.gov/business/register.htm
Louisiana http://rev.louisiana.gov/sections/business/intro.aspx
Maine http://www.maine.gov/portal/business/licensing.html
Maryland http://www.dat.state.md.us/sdatweb/checklist.html
Massachusetts http://www.mass.gov/portal/business/
Michigan http://www.michigan.gov/business
Minnesota http://www.sos.state.mn.us/index.aspx?page=92
Mississippi http://www.sos.ms.gov/business_services.aspx
Missouri http://www.business.mo.gov/
Montana http://sos.mt.gov/Business/Forms/
Nebraska https://www.nebraska.gov/osbr/index.cgi
Nevada http://nvsos.gov/index.aspx?page=419
New Hampshire http://www.revenue.nh.gov/business/index.htm
New Jersey http://www.state.nj.us/njbusiness/registration/
New Mexico http://www.tax.newmexico.gov/Businesses/
New York http://www.dos.ny.gov/corps/
North Carolina http://www.secretary.state.nc.us/corporations/
North Dakota http://www.nd.gov/businessreg/
Ohio http://business.ohio.gov/
Oklahoma https://www.sos.ok.gov/corp/filing.aspx
Oregon http://www.filinginoregon.com/pages/business_registry/
Pennsylvania http://www.paopen4business.state.pa.us/
Rhode Island http://www.ri.gov/business/
South Carolina https://www.scbos.sc.gov/
South Dakota http://sdsos.gov/business/Default.aspx
Tennessee http://www.tn.gov/topics/Business
Texas http://www.sos.state.tx.us/corp/index.shtml
Utah http://osbr.utah.gov/
Vermont http://corps.sec.state.vt.us/
Virginia http://www.tax.virginia.gov/business/
Virgin Islands http://dlca.vi.gov/businesslicense/
Washington http://bls.dor.wa.gov/startbusiness.aspx
West Virginia http://www.business4wv.com/
Wisconsin http://www.wisconsin.gov/state/byb/name.html
Wyoming http://soswy.state.wy.us/Business/Business.aspx
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