Ask the expert: I want to set up a business

I’ve been employed in Dubai for the past five years, and in that time I have gained a tremendous amount of knowledge, experience and contacts in the business I practise. I have reached the stage where I feel I could set up on my own. If I am honest, while the thought excites me, I am also filled with trepidation. How do I go about starting up a business on my own in Dubai?