There are a few other posts about this topic so do a search and look at the key post in this section.
First of all, go down immediately and sign on and explain why you had to leave your job, usually you are excluded from signing on for 9 weeks when you leave your job voluntarily, however SW do look at each case individually and may look favourably on your situation.
How long were you working? This will impact on your ability to get Jobseekers Benefit, if you don't have enough weeks worked you may be eligible for Jobseekers Allowance which is means tested. You must also for both be available for and seeking work so if you could confine your business set-up to the weekends that would help you in qualifying.