As I read your question I remembered a story described in Napoleon Hill`s book called Think and Grow Rich. Although this story is used in the book to represent one of the main ingredients on your path to achievement, which is a Burning Desire to succeed. Still you will see that this story also tells you how it is to be an Entrepreneur:

“A long while ago, a great warrior faced a situation which made it necessary for him to make a decision which insured his success on the battlefield. He was about to send his armies against a powerful foe, whose men outnumbered his own. He loaded his soldiers into boats, sailed to the enemy's country, unloaded soldiers and equipment, then gave the order to burn the ships that had carried them. Addressing his men before the first battle, he said, "You see the boats going up in smoke. That means that we cannot leave these shores alive unless we win! We now have no choice--we win--or we perish! They won.”