What Ed said. I spent almost four years part-timing my startup while working day jobs. (At which ten hours a day would have felt like a nice refreshing breeze on a warm summer day, but that is neither here nor there.)

I also feel your pain on immigration issues. That was at least part of the reason why I had to do things the long way.

You can make progress while employed. Be disciplined about it, be smart in how you work, and above all don't give up.

Most of my good tips are here:

http://www.kalzumeus.com/2010/03/20/running-a-software-busin...

At the end of the process you'll have a company (successful for some definition of successful), a green card, and an excellent base from which to plot your takeover of the world. You might be surprised to know that at 28 or 30 or 32 having a successful company still makes you a huge anomaly among everyone you know. The discipline you learned while working will help you hugely, too, if you can maintain it.