Are you a foreign student in the US? If so, you probably can't get a job, except at your school, and usually you have to wait for one semester or one year before applying for employment authorization. Your sponsor can then claim financial hardship due to medical bills, the bad economy, etc., though you will need to provide proof of this like a letter from the doctor, banker, etc. and they will usually only authorize you for 20 hours per week.
I would talk to your international student advisor for the best advice to help your specific case, however.
I honestly don't know how the INS looks on self-employment such as internet marketing or freelance writing. I assume they would allow it, but I would definitely talk to your advisor to be sure! It is a complete pain in the you-know-what to get your status back if you lose it, so protect it with your life.