This article is from the FAQ, by with numerous contributions by others.
Yes. Incorporate (open a company) and then apply for either a full-time or
a simultaneous H-1 for your own company. There are a few conditions
First, you must be working in your own area of expertise. For example,
a Software Engineer may NOT open a company selling shoes.
Second, technically, your company must pay your wages even if the
company is not making any money. Remember that you cannot use your
own company to get a green card.