There are two methods that can be used to your non-immigrant change status:
Within the U.S
Applications are submitted to the U.S. Citizenship and Immigration Service (CIS formerly INS). Please see an ISS counselor for details.
IMPORTANT NOTE: There is an option to e-file the I-539 form for a change of status, but we recommend you DO NOT e-file! This is a very cumbersome process that requires more steps, thus more time on your part and it does not expedite the processing of your application with USCIS. Again we recommend you DO NOT e-file form I-539 for changing your status! If you have any questions regarding this matter, feel free to contact our office.
Outside the U.S.
Application is made for a new visa for the new status at a U.S. Embassy or Consulate. Please see an ISS counselor for details.

