1. "Must be nice."
    It can be. Mostly it means working when other people are relaxing.
  2. "You get to make your own hours?"
    Yes I do. Usually they are 6am-midnight.
  3. "I hate my boss. I wish I worked for myself."
    You will hate yourself more than you hate your current boss.
  4. "I only have a week of vacation time."
    If I don't work, I don't get paid. Ever.
  5. "I just got a raise."
    Awesome! If I want a raise, I have to work more. No matter how much I think I deserve it anyway.
  6. "I wish I could work for myself."
    You can. Probably. But I wouldn't recommend it unless you're cool with all of the above.