Q. "Why do I have to set up a PAGE for my BUSINESS? I want to just set up a new profile, OK?"

A.  Aside from violating the facebook terms of service, a personal profile for a business puts a 'kink' in your social media pipeline. Let me explain...

Human = Personal Profile
Business = Fan "Like" Page 

Facebook was created for real human beings to connect with other human beings. This simple model is what makes facebook so wonderful.  It is simple, easy, and it helps us to connect with others that we might not connect with otherwise.