What is the process and document needed to register my business in US?

There are different types of businesses (sole proprietor, limited liability, corporation, partnership, etc.) and the regulations and requirements vary from state to state. Maybe if you give a little more detail, someone can help you.

You may want to google around for a good company to form an llc in the states, I would make sure you check reviews etc as I do believe you will have to have a relationship with this company for the life of your llc.

What state do you live in? Usually you don't need to hire someone to do the paperwork if your company is small.

In addition to using Google, this forum has a great "Search" option (like every other forum) that will show how many other people have asked this exact question and lots of generally useful information.

http://webhostingtalk.com/showthread.php?t=463948&highlight=registering+business
http://webhostingtalk.com/showthread.php?t=354928&highlight=registering+business
http://webhostingtalk.com/showthread.php?t=303863&highlight=registering+business
http://webhostingtalk.com/showthread.php?t=300673&highlight=registering+business

I would think that doing a search is a lot easier than registering an account and posting, but I guess ymmv... do a google search and you'll see some popular sites like the Small Business Administration, LegalZoom, etc. You should read up on them as much as possible. Something like the SBA will be less biased than LegalZoom because it is a government organization.

Can indian host have office in US.it must be cheap.
i.e.
customer visting my site must know that we have also business in US.
Just to say,
I need an US address

Can indian host have office in US.it must be cheap.
i.e.
customer visting my site must know that we have also business in US.
Just to say,
I need an US address

Yes, that is possible. You have to have a registered agent in a state in the US, which receives your mail.