Christopher,
An LLC can be registered with your Secretary of State. In CO and many if not all states now (where are you located - build a profile here in the usercp to tell us more about you!), have an online registration process that is easy and saves money by doing it online. Check that out in your state, search the database for your name.
Online business requires good online marketing and web-strategies. You may have found some helpful info on this forum:
Pay per click
SEO
Networking
Good luck with your business!