If another school would accept you, on your visa, then you could transfer. Apply to the other school in Chicago. Sounds like you have not even taken your first semester.
Until you settle on a school, take a look at the online options available to you. You might even decide that it makes little difference where you go as long as you earn your degree. Check out www.mydegreefast.com and see if there is a plan there that will tide you over until you firm up in your own mind where you want to graduate. The last thing you want to do is waste time and money by going to the wrong school. You really need to examine your motivation level. What is really important to you? Take a little time and evaluate your options. Best of Luck. Professor Bob.