Small business grants are usually only available for specific types of businesses or activities that the government wants to encourage. Examples of these activities include expanding child care centers, creating energy efficient technology, or developing marketing campaigns for tourism. These grants are awarded by state and local governments, not the Federal government - even if the funding is from the national level. The Federal government does not award grants to start or expand a small business.
If you want to apply for a government small business grant, first become familiar with the process. Ask yourself if it is really worth it. An excellent place to start is with the About.com Guide to Small Business, Darren Zaworsky's article Small Business Grants.
Next step is About.com Guide to U.S. Government Info, Robert Longely. He has compiled a comprehensive list of funding sources for your state in Look to the States for Small Business Grants.