How to make business with self-made short movies?

Are you talking about creating your own....shooting, editing, etc. Or, putting together a short using somebody else's footage? They are 2 different things and therefore would have different rules regarding copyrights and things like that. If you are creating your own, you have to copyright it yourself. The way to do that is different for every country so you'd need to discover that for yourself. As far as what to do with them after you've made them, best thing is film festival entry. There are literally hundreds of film festivals yearly that all have a "short film" category. Prizes range from getting your film seen at other places as a result, to making some decent money to possibly getting a job with a production company. It really depends on what goals you have for yourself. A good place to start that you can get a lot of information would be to join some Yahoo groups. There are a LOT that have to do with film making and a lot of knowledgeable and helpful people. You could also take a look at the Sundance Institute as a possible place to submit your films: www.sundance.org