I have worked with a lot of recruiters. Their database of clients is worth more to them than anything in this world.
First step is to incorporate your business.
What type of recruiting do you want to do in terms of skilled labor, professional, etc? I know you said retail, merchanisers, etc which is a pretty wide moat to fill. Also, what can you offer that an HR department can not?
Some excellent resources:
The Forest & The Trees» Blog Archive » Thinking About Starting a Recruiting Business?
Thinking About Starting a Recruiting Business? | Recruiting.com (broken link)
Start a Recruiting Business
The successful recruiters that I know are extremely high energy, dedicated, 24/7 kind of people. It is such a competitive market. It's not to say you can not succeed - of course you can. Good luck to you!