Business Link is one of the first ports of call if you need help in this direction. I never found them useful but you might fair better. If you've never been self employed before I went on a course yonks ago which was an afternoon a week for about 8-10 weeks where you learn about marketing, book-keeping, selling, advertising, SWOT analysis (strengths, weaknesses, opportunities and threats), importance of cashflow and stuff like that. If you've no idea then it's well worth it and these courses are free (via Business Link I think). At that time I was doing IT but the course is relevant to any small business as the mechanics of running a business is exactly the same.
If you've one or two friends (or family?) who are self employed/company directors, ask them for advice too, especially if they're older than you. No matter what they say, experience counts for huge amounts over qualifications.
