Few researchers realize it but the Internal Revenue Service (IRS) has a program to encourage research that require access to confidential tax micro data.  Proposals are due to the IRS Office of Procurement by June 30, 2010. The Statistics of Income (SOI) Division "requires high quality proposals for research projects that necessitate access to federal tax micro data and that are for economic or statistical purposes.  The results of these projects must provide insights that advance the administration of the Federal tax system and/or SOI operations.  Proposals must also further SOI’s human capital development efforts.  For this statement of work, consideration will be given only to proposals involving research on statistical methodologies,  international income and taxation, non-profit organizations, estate and/or gift taxation, individual income taxation related to unincorporated businesses (except partnerships), or individual taxpayers with retirement accounts."  (I've added the bold emphasis here to highlight the area of most likely entrepreneurship interest.) 

One advantage of the IRS research program, besides the fact that they actually help pay for the research, is that the IRS has widely distributed offices around the country where the research can occur.  The offices are in about sixty locations, if I remember correctly, compared to the Census Bureau's ten locations.  We saw one proposal on entrepreneurship get approved last year so do know that proposals do actually get through but this is a proposal process where researchers really have to write both for themselves (in terms of the research-type questions they want to address) but also have to put themselves in the IRS's shoes to make clear how the IRS will benefit from the microdata work.