What you need is to find a fuel efficient car / van. You can createsome business cards and maybe take out some ads in the yellow pages. Also, you will need liability insurance and possibly a business license. You will need car insurance that covers your vehicle for commercial use as well. There are some websites like http://www.courierpros.com/buy-now which offer you tutorials on how to put up your own courier business.
Good luck.
As the original post [& all replies] is from nearly 2 years ago, I think the advice is a little bit late.
Welcome to EO!