Help- out of country application

Hello everyone,
I applied in October 2012 from tier 4- 200k route and I was refused in April 2013 although I didn't know about it till June when I recieved a letter from capital. Anyway I called UKBA and a duplicate copy was sent in July 2013. I appealed the case. Refusal was third party bank statement not included.
My third party is based in uk and his bank is a uk bank.
My appeal was dismissed on the 6th of Febuary, 2014.

I need to go back to Nigeria to lodge in a fresh tier 1 enterpreneur application.
Do I have to leave within 28 days of getting the decision letter?
What extra documents would I be needing for an out of country application.
I already have a thriving buisness back home which I want to bring to uk
Your contributions will be highly appreciated

Regards