Setting up a company in the US is possible for a non-US citizen. You have to have a registered agent in the State that you incorporate the business in. You have to get some extra documentation from the IRS as well something like a Tax Identification Number. Nevada and Delaware are thought to be the most favourable to incorporate a LLC corporation. Try doing a search for business incorporation or business formation USA and you will find several companies that specialize in this. There is one company called International Business Formation that has a lot of information on business formation in USA and internationally.