I know in today's economy I'd be scared to death to leave a secure job with benefits for something at all risky, especially with a family to support. I don't know what this "independent business" is or how long the person's been in business, but I'd say take a hard look at the percentage of new businesses that fold within the first few years. Answers.com says that "The latest statistics from the Small Business Administration (SBA) show that "two-thirds of new employer establishments survive two years, and 44 percent survive four years."" The reverse of that is that 56% fail within four years, if you believe their numbers.

Best of Luck with whatever decision you make.