The answer is simple. Start out small. If you don't think you can handle working a full time job and running a full scale business at the same time, consider starting a small side business. When your business begins to pick up speed, then consider taking that big step and diving in. Take a look at the link for some great ideas for a side business.
While risk will always be a factor within the world of business, it isn't always in your best interest to run into the wild without a plan.