How exactly are you going to persuade the state and hungry people to keep their hands away from your wallet? By converting them to the free market cult? By bribing/buying the government officials? By hiring the security and body guards? (The last two measures are being used in Latin America)
How will you convince young men to die in the defence of the country which you decided to grace with your splendid presence? By telling them that they should make the highest sacrifice for the open market place so the most clever/lucky freemarketeers can prosper?
That's the way its always been, pal.
Or haven't you read Locke, Smith, Hayek, Mises, AYN RAND, etc.