(CNN) Annika Sorenstam has never been afraid to mix it with the men.

In May 2003, not content with being the best female golfer on the planet, the then 32-year-old Swede risked her reputation to take on the opposite sex at the Colonial Invitational in Fort Worth, Texas -- the first woman to compete on the PGA Tour in 58 years.

She missed the cut that week but it remains one of the highlights of her career and arguably did more to catapult her into the public consciousness than any of her 93 career victories.

Fourteen years later, Sorenstam is now retired, but is forging a successful career as a businesswoman and entrepreneur and continues to challenge the status quo in what she's discovered is the equally male-dominated environment of golf course design.

'I'd play you anywhere, anytime'

"It's been tougher than I thought," Sorenstam told CNN Living Golf's Shane O'Donoghue.

"Being a female, when they throw my name in the ring as a designer candidate a lot of times they say, 'oh, well then this course will be short and easy.'

"I don't know where it comes from. I think they just have that predetermined notion of women designing shorter courses, and that's not really what comes to my mind.

"I consider myself, of course a female, but I'm also a golfer and I feel like I can play any golf course out there and I guess maybe my defensive mechanism is, 'hey, I'd play you anywhere, anytime and then we can go from there."

View of the 7th hole on Sorenstam's course in Shenzhen, China

Sorenstam has designed three courses in different parts of the world, and at first glance, you would certainly not describe them as "short and easy." Mission Hills in Shenzhen, China is 6,703 yards in length and her Euphoria course in South Africa is more than 7,000 yards.

Sorenstam says her courses are constructed in such a way that golfers of any ability, age or gender can enjoy them.

"If we're going to grow this game it needs to be more accessible for juniors and women," says Sorenstam, who recently captained Team Europe at the 2017 Solheim Cup.

"That means having alternative tees but also you want to make sure you have courses that can satisfy the champions and long hitters.

"I think for a long time people just wanted championship courses, and to me I think that's short sighted. We're going to run out of land eventually, you can't build courses that are 7,600 or 7,800 yards, this is not going to work, we have to find alternative ways to make this game fun.

Sorenstam wants to grow game through accessible designs.

"I think the game is too hard and it turns people away. It shouldn't really be a gender question."

Course design is just one part of Brand ANNIKA, which acts as an umbrella for all aspects of her thriving business, including Sorenstam's clothing range, foundation work, golfing academy and several junior tournaments.

'I was determined to be successful'

Lydia Ko receives Rolex Annika Major Award in 2016.

Her name carries a lot of weight and, at the end of every season, the LPGA awards the Rolex ANNIKA Major Award to the player with the most outstanding record in all five majors.

The 46-year-old is certainly the first female golfer and arguably only female athlete in any sport to transform their name into a truly global brand after retiring.

"When I was thinking about the next step in my career, we decided to do this little survey," said Sorenstam who retired nearly a decade ago but say she is busier than ever.

Opening of Annika Academy in Florida in 2006.

"We asked people to name male athletes who built a brand and all these people on the street could rattle off up 10 to 15 names but they couldn't do it with the women because a lot of time what comes to mind is great athletes but not necessarily brand builders.

"I said, 'why what's the difference? Why can't I do something like Greg Norman has done? Why can't I do something that Jack Nicklaus has done or John Elway or Magic Johnson or whoever?'

"So, yeah, I guess it became a challenge for me and I was determined to be successful."

JUST WATCHED The Evian Championship and Lexi Thompson Replay More Videos ... MUST WATCH The Evian Championship and Lexi Thompson 22:31

While she gets some of her business acumen from her father Tom -- a retired IBM executive -- Sorenstam revealed that she has acquired most of her knowledge by simply emulating successful people that she admired and surrounding herself with an advisory board to help guide her decisions.

"I just kind of looked and learned, just like I did with golf," said Sorenstam, who won 10 major championships in a 16-year playing career. The first woman to shoot a round of 59, she also accumulated more than $22 million in prize money -- still more than any female player in history.

"A lot has to do with the 59, being a trailblazer in that sense and then also playing with the men and not being afraid of a challenge, so putting the brand together was a mixture of Annika the champion and then also the woman, the mother, the innovative person and trying to put them all together."

JUST WATCHED Annika Sorenstam: A great of women's golf Replay More Videos ... MUST WATCH Annika Sorenstam: A great of women's golf 06:28

'She knows how to looks after her brand'

JUST WATCHED Improving your short game Replay More Videos ... MUST WATCH Improving your short game 04:18

JUST WATCHED Annika Sorenstam's bunker shot Replay More Videos ... MUST WATCH Annika Sorenstam's bunker shot 02:33

Brand ANNIKA is run by only a small team of people including Sorenstam's husband, Mike McGee who is managing director and describes his wife as being "right a lot in business." She and her husband have two children, eight-year-old Ava and six-year-old Will.

Sorenstam' strategy is not to expand the business too much because she wants to maintain a hands-on approach and does not want standards to drop.

She told CNN's Living Golf that her biggest lesson over the last decade has been "learning to say no."

"Everything needs to fit in with what I stand for," she says.

"For me to have my foot and hand in it to kind of give that authentic feel is very important so I try to deliver to who I am and, if it does not fit, then it's not part of the deal.

"I like to set the bar high, my expectations are very high and that's what we want to deliver in all the things I do."

'I have not slowed down at all'

Sorenstam plays a round with Gary Player in 2015.

Gary Player, a nine-time major winner and legend of the men's game, is a great admirer of the way Sorenstam handles herself and describes her as "a great contributor" who "really knows how to look after her brand."

And Sorenstam, who also works as an analyst for NBC's coverage of LPGA major championships, seems fully focused on "looking after' that brand well into the future.

Her appearance on the PGA Tour back 2003 saw television viewing figures for the women's game shoot up by 44 percent, so what about taking on the men again on the senior tour?

"No, no," she says. "As far as golf goes, I'm pretty happy and very pleased with what I achieved and I don't have the desire to test myself.

"But, as far as my business, I have not slowed down at all."