If you want to study in the United States, you should begin by sending an application to U.S. universities approved by the Immigration and Naturalization Services. When the university admits you, it sends you an immigration form called the I-20. This form indicates your field of study (major). The duration of your course, and the date on which you must report to the university. This form I-20 leads in the student visa known as the F-1.
You are not allowed to apply for an F-1 visa directly. Any US university must sponsor an F-1 petition for you. See below for the Basic Requirements for obtaining the F-1 Visa for US.