Good. But I expect that you've got to talk to the school AND to the INS first, before you start training at that other school. And nobody is legally required to cooperate. So if you ruin the relationship with either of them, they might just not want to help you.
So, still, I'd like to know what happened before someone was "threatened with deportation".
Also, does the INS issue a new visa as a matter of course, or do they require a more or less valid reason?