The real issue in establishing a company while employed by another is that your current employer could have claims over the IP that you develop through your startup so while there are lots that one can do vis-a-vis a startup while currently employed by another company (or in the U.S. as a visitor) as noted in my comment above, I think the bigger issue is putting the company's IP and other assets in jeopardy by incorporating while still employed by another company. This is a corporate/IP law question so out of my area. As a foreign national seeking to start a business, I think it's as if not more important to consult a corporate law attorney than an immigration law attorney and it's also good to get them talking to each other.
