HoustonTX has given ALL the required info in his link!!  Hyde is 100% correct here.  All those cats above giving wrong advice, could you check your heads and your sources before putting up any gibberish that comes to mind??

You need to atleast go to the school you got your visa in and get them to allow you to transfer.  And if you've not entered the US but intend on attending another school rather than the one listed on your visa, you need to get a NEW visa again with the correct school!!

2.1.   Your student says, “I have my visa, but I have not entered the United States to attend school. I have changed my mind and want to attend a school different from that listed on my visa. I have a Form I-20 from the new school. What do I do?”

Advise the student to get a new visa issued for the new school before entering the United States, rather than transferring after entering the United States. This is required by 8 CFR 214.2(f)(1)(C).

2.2.   What are the obligations for an F-1 student with an Active SEVIS record at your school who wants to transfer to another school?

The student must maintain F-1 status at your school by pursuing a full course of study or be engaged in post-completion optional practical training until the transfer release date.

The student must be accepted by another SEVP-certified school. The student should bring you the following information:

• Written confirmation of the acceptance
  
  
• Contact information for the new school’s DSO
  
  
• The SEVIS school code for the transfer-in new school to ensure the record is transferred to the correct school

Work with the student to choose a transfer release date. It should be based on the student’s academic needs, travel and work plans, and projected program start date at the transfer-in school.

On the transfer release date, the responsibility for the student’s SEVIS record transfers to the transfer-in school. You can no longer have access to the record to make changes or print a new Form I-20. Your school will have a Deactivated record for the student.

Advise transferring students to contact the DSO at their transfer-in school. The transfer-in school will be able to create a Form I-20 issued for Reason of Transfer. This Form I-20 will have the student’s new program start date. It is important that the student obtain a new valid Form I-20 as quickly as possible. The Forms I-20 from your school will no longer be valid.

Transferring students must also contact their new DSO within 15 days of your program start date and register for classes. These students need to ensure that the school has all the information needed to update their SEVIS record, including any changes of address. Once transfer students register, they should ask for a Form I-20 that shows their status as a continuing student and that the transfer is approved.