When Ferguson built his bankroll from nothing on Full Tilt, he started by winning a few dollars after grinding freerolls for a while. He decided that his best chance with that few dollars was to sit down at a cash game. He busted in just a few hands. From there he went back to the freerolls. He did eventually build a very substantial BR from literally nothing. You can google the whole story for more exact details. The point is though that if your starting from zero, you are not going to immediately have proper bankroll management. You will have to use your better judgment and play to your own personal strengths.