try and take the training from any consultancy that is offering it for free and study really hard for FICO certification course. The fee for the certification course is $500. If you have the certification, that will be a good start. Since you are in college getting your masters, you will get OPT after graduation. WIth your certification, you can try for (unpaid) internships in big five (Accenture/Deliotte etc). I know its easier said than done but you can always try.

Also try and contact as many SAP consultants you know. SAP world is very small and someone in one project is always linked to the other. Call people, ask for help, try to build network. I know it might be intimidating at first, but that is the only way to learn SAP unless your firm sends you to the academy.

The certification course is pretty rigorous and there are plenty of material online if you search enough. Once you are certified, its much easier to market yourself. You will have an edge over others and you can go around looking for good consultancies.

If you really want it, you can teach yourself SAP better than any dhoti trainer. The trainers in consultancies don't know anything. There are a lot of resources out there, you just have to know how to filter and process the information.

Last but not the least; practice practice practice. I know that business processes differ and drives the software, but unless you know the basics and are familiar with the system- you cant put it in context.

SAP is not hard but you have to willing to work very very hard. Don't do it just cuz you think you will make more money, cuz it will be a good number of years before you start earning what you think you will. Plus as long as you are on H-1B, there will always be one dhoti consultancy that will make your life hell at some point.
Do it if you think it is a good skill to have and if you think it is a good career move for you.

Good Luck.