How do i cancel my college application and transfer to another university in a different state ?

I am a student from Nepal coming to Lewiston Idaho this Fall. I have been qualified for the F1 US visa on 2010 Aug. I couldn't leave the country at that time, and now I want to do my further studies abroad. I also changed my mind that I would major in 3D animation course.Now, the problem is my college at lewistion, for which my VISA was issued doesn't have any programs relating to animation. I've already asked for the new I20 and I am flying this AUGUST to lewiston. Is there anyway possible if I could cancel my application from the college and transfer to another state and majoring in the course that i want? and how do i explain it to the immigration office??? Please help!