If you have family in Nepal, they will be able to help you. I am in the process of applying for Canadian PR and they require police report. Only the police headquater will issue you one. You will need to scan and e-mail or fax your immigration documents such as H1-B or I-20 or whichever type of visa you have, you passport copy, copy of visa on your passport along with I-94, citizenship certificate copy, and any relevant documents along with your photo (if your family has one). Fortunately for me, my family is very good friends with the current SP in Nepal. Otherwise I have had friends who had to wait 3 months to get it. So, I suggest you start right now! Would advise that you have your family (if you have any in Nepal) to ask what things are required (just to make sure)...hope this helps a bit...good luck!