I think Nepali refers to the language (and culture) and Nepalese are people (citizens) of Nepal....... anyways it is interesting to learn how people of Nepali origin (but citizens of other nation) think of their nationality and their origin........

Albino: don't feel sad when "Nepalese" call you one of them, it's about time they will slowly but surely recognize you being Bhutanese...

Also be prepared to be called by different names as Phatte said earlier: most Americans (of all color) will think you (Bhutanese of Nepali origin and Nepalese of course) are Mexicans (no hard feelings), African Americans will call you Latinos or Asians (by your eye size), few educated fellows will classify you into Chinese, Japanese, Malaysian or other South East Asians... Asian Americans will think you are Indians, Indians will think you are north-east Indians and few will say that you are from Nepal but think Hindi is your first language.....and goes on but the point is irrespective of what everyone calls you, you know you are a Bhutanese of Nepali origin and keep people reminding of your identity... our friend mazemyan will help you a lot.....