For me, I'd say focus on getting an education that teaches you how to think and communicate and present yourself well. Study business if you like, but I like general education first, business later. In my case, for example, I was a lit major and then journalism major for an MA, and only 10 years later my MBA. And that was fine, because by the time I was in business school, I had a sharper sense of why I wanted to know more about business.
In the meantime, it doesn't hurt to join groups like entrepreneurship groups on campus. Occidental has entrepreneurship featured on the home page:
Our alumni have headed Pacific Telephone, American Express International Banking, Weyerhauser Corp., and created their own successful businesses, including Simple Green.And there is an entrepreneurship club, email email@example.com.