I am probably wrong, but for a Nepali student, it would be pretty tough to find a job that would sponsor ur work visa if you have an MBA. Especially without some relevant job experience.

Dont know much about the MBA program in St. Cloud, but can definitely confirm that it get extremely cold there. Cost of living there is definitely cheaper than bigger cities.

I would suggest you study accounting, MIS with business focus or something tech related.
If you are looking around that area, then you might also want to consider North Dakota state U, its about 2 hours from St. Cloud, and is a decent school. Colder though :(