You’ll have to choose a form of business organization. Typical choices are corporation (C or S), limited liability company, partnership, etc. Odds are that if you’re looking for venture capital, a corporate structure is best since that is the structure that allows you to sell stock. But depending on your needs, one of the other forms might be better. Your lawyer and/or accountant can advise you on the best approach.
Read more in the tag cloud links for choice-of-entity.