Junio,

The first thing you do is file a case with your close police station. Call them or go to the nearest police station and file a report saying you lost ur passport. You will need this when you apply foe new one. then after 2 weeks apply for new one. if you have copy of previous one that will help too...Go to nepelase embassy website in usa and you will find all sorts of information over there. For VISA, you don't need to have visa when you are here in USA, visa is only needed to eneter usa.

Let me suggest you one thing..If you are student on F1, and if your visa were about to expire, Go to mexcio or even nepal and get a new visa......you will get easily and also you will get for the period of date in your I-20. becoz you have a valid reason to apply one......

thanks