Once on J-1 (subject to the two year requirement) is going to hunt you for ever unless you fulfill the requirement however you can apply for a waiver if you would like to change your status in the US. J-1 can go back to Nepal and come back on an F-1 status but cannot change to H-1B without getting an waiver. In order to get a waiver you would have to get an apporval from the home country then apply to DHS. If you need more info. then you can email me.