Challenging? The problem is getting the entire entity legally registered. It takes more than a weekend, apparently.
That said, the barriers to starting a business in the US are not unreasonable. Having read "The World is Flat (2.0)" and recalling the hurdles encountered in other parts of the world, The US is pretty good, but not the best, and far from the worst. No place in the world, though, allows it to be done in a weekend.