Lori started the company inside her father's transmission shop. At the beginning, Mel (her dad) decided to go into business with Lori and her brother Jody. Mel and Jody continued running their two transmission shops when Lori moved into an office and continued in the delivery business.

With a pen, a pad, and a 1972 Chevy Impala, she kept the company going. There were no investors, and there wasn't enough money backing up the company. It ran day by day. Larry Schwartz left his sales job selling copy machines and joined Lori at Baron Messenger soon after it all began.

It was hard to keep independent contractors. Since the business was new, they didn't have much work, and therefore IC's weren't able to support themselves on what they were earning. At the beginning, Larry did many of the deliveries while Lori did all the office work, such as customer service, dispatching, and billing. Lori also made a lot of the deliveries in the beginning too.

They worked endless hours, sometimes seven days a week, having no vacations or time off for years. They didn't worry about the money so much. As long as they had enough to pay the drivers and the bills, they were happy.