You can co-found a startup with US-citizens/greencard holders. However, you cannot own the majority of the shares since you own the board's decision :) - as long as the board can fire you...
There's no pure entrepreneurial visa in the U.S. system and self-employment is generally prohibited with limited exceptions. The closest to an entrepreneurial visa are the E-1, E-2, and O-1.
Then he/they would understand.