Entrepreneur magazine surveyed business owners about their greatest fears, then asked several experts to weigh in on the top five. For those who fear the instability of being their own boss, experts say goal-setting is the key. As for fear of failure, which ranks No. 1, business psychologist Colleen Long recommends regularly making a list of accomplishments. "Whenever those fears crop up, you've got a point of reference [that shows] you're actually achieving something," she says.