Financial questions that need an answer

I am working full time @ 40 hours per week, but would like to register and start my own business up for the evenings and weekends…what do i need to know and how do i go about it…….do I register myself as self employed even though i am employed ?????.
I have a company study but it is not registered as yet,do I register my company name, I have not had any private clients as yet, but i know I can wage the service as i have done it in my place of work. my own business provides roughly the same service as my full time occupation.