I really don't want a regular job, what should I do?

I cant bear the thought of working some mind numbing job. I have a hidden fantasy of running my own business, but Im nowhere near as close to having the capital needed for the startup. A bank will not give me a loan because Im only 20 and I don't have any collateral. Im currently doing a BA in economics, however the university is mediocre at least according to the ratings. What would you do in my shoes?