Interesting that you're taking this route... May I ask why your going with non-profit?
But, I don't think you'll need to set up a non-profit as your sponsor should write you off as a marketing and advertising expense.... least that is what I would do.. For that to be legit, you're going to need to be an entity with a tax id number... sole proprietor should work.. As the sponsor I am going to need to either 1099 or W-2 you at the end of the year to show the payee to justify the expense and I'll need a W-9 from you..
Regarding setting up a non-profit, here is the info from the IRS...
http://www.irs.gov/Charities-&-Non-Profits/Charitable-OrganizationsIt may take a while, but when setting it up you may want to use names like Sons of Liberty, or Tea Party Liberation, or Anti-Liberal Ditto Head Rush Limburger Listener Society... this will surly get your application to the top of the list...