Pumeco, you can't just become a PI. In just about every state you need a degree in criminal justice, a few years of police experience above a patrolman, never been arrested for basically anything, recommendations, background checks (that you can fail very easily for something someone else did) etc. 

http://www.freshfromflorida.com/Divisions-Offices/Licensing/Private-Investigation/Private-Investigator-and-Private-Investigator-Intern-License-Requirements In order to get licensure, they want CJ coursework, internship with an existing agency, 2 years of full-time experience, and pass an examination but they don't require having served on the force. If you think that's lax, check out Arizona's requirements:

http://licensing.azdps.gov/Licenseprivateinvestigator.asp