First of all research the univs, then you need to prepare for GRE or GMAT depending upon whether you are applying for MS or MBA. After selecting the univs and giving the required exam you need to apply for the admission, normally within a month or two they will let you know the decision and when you accept the offer, they will send you the I-20 after which you can make an appointment with the embassy for the visa and finally you come to US. So i guess that answers your question, if you have any other doubts let me know, maybe i can help you out.
