I think they no longer allow you to stamp your visa in a third country. You have to go back to your native land. That is is the new rule, I think. www.murthy.com is an excellent site for all immigration related matters. I was in Nepal for my H1 last year and it was cool. Just a few questons and they gave my visa but I have known people that have been rejected and are still in Nepal. I think all this is a matter of luck than anythiing else. You reject you if they feel like it.