(FORTUNE Small Business) – Six years ago I set out to fulfill a simple dream: to change the world for girls. It seemed achievable for a 29-year-old, third-generation Texan with an entrepreneurial legacy. My father had started many companies (including SouthWest Chemical) in his 40-year career, my mother had opened a bookstore, and my cousins owned a successful restaurant chain.

So I had no doubts that my venture, Girl Games--an interactive entertainment company--would become the voice for adolescent girls. I had survived eight years in Hollywood's independent film business. I figured that starting my own company couldn't be more stressful than that. I also knew the drill--write a business plan, raise money, secure clients. But what no one could teach me, not even Dad, was the rule that would ultimately make my company a success: Being flexible is everything, and it's learned only through experience.

As I discovered, your business, the model and plan, changes almost quarterly--at times, daily. You've got to anticipate and adapt to every shift in the landscape. As you grow, you're thrust into new levels of financial sophistication and higher returns on investment expectations. You fly by the seat of your pants, while mapping out your next destinations.

For example, one holiday season early on, I was stationed inside FAO Schwarz in Manhattan doing demos of our product, "Let's Talk About Me," the first CD-ROM ever produced for teen girls. The product was flying off the shelves. In it was a section where a girl could select a face and try on hundreds of different hairstyles. After dozens of mothers and daughters asked if they could scan in their faces, I replied, "Absolutely--in the sequel." I had no agreement with a publisher for a sequel, nor did I have any idea whether the technology would accommodate such an idea.

So I crawled under the table, got on my cell phone, and begged the publisher to commit to another product. I then called programmers and pleaded with them to figure out the tech side. I surfaced, relieved, only to be asked, "How will I get my face scanned if I don't have a scanner?" I said, "No problem, we have a deal with Kodak." Back under the table I went, and I called Kodak. We produced a sequel the following year that enabled people to scan in their faces and try new hairstyles.

Since Then, my business has maintained its lead in the female youth market, continued to take the punches of the industry, stayed at the bleeding edge of consumer tastes, and helped companies--our clients--improve their revenue and growth targets beyond their wildest dreams. Due to smarts, sweat, and that combination of flexibility and adaptability, Girl Games has morphed from CD-ROM developer to Website creator to incubator for original product ideas.

But the ability to adapt is more than being able to change business plans on the fly. Have you managed a staff of smart twentysomethings seeking meaningful careers? Have you worked your tail off to create niches for them so they won't quit to become professional dancers? (Which, trust me, they do.) It's emotionally and financially exhausting. The only way to survive is to have a virtually unlimited capacity for flux. And I do, like my Dad, Mom, and cousins before me. After all, we're entrepreneurs.

Groppe, CEO of Girl Games in Austin, Texas, spent her Hollywood years winning MTV awards and an Oscar.