You would be able to enter the country on a visa waiver for the hour building but if you want to do some training as well then you would need to leave the country to complete the M1 visa (in whichever country appropriate) or so I have been told. Don't think it is as easy as just 'changing' it whilst you are over there.
I would ring up the US Embassy in your country and ask them directly because you don't want to fork out double on atlantic flights that you didn't need just because you didn't get a visa before arriving. It isn't that much hassle getting the visa, just a lot of waiting around unfortunately. oh and a wee bit of money, lest we forget...
