I can't make head nor tail of their website

I have 3 jobs now (LU, Agency & Private Hire) and all the companies i work for will pay me gross if i can prove i am a registered company.

Now i 'was' considering going as a sole trader byt it looks like this isn't going to be enough now I need to sort something out as i'm getting cained on the income tax

Any help and advice on how to set up a company name would be great or infact any advice on any of these issues lol