The above response about the work permit being the problem is correct. I suppose there is a remote chance that one of the schools that teaches for the JAA/JAR ratings might be willing to sponsor you due to some type of specialized knowledge or experience. Pay in the US for low time instrucors is below the official government povery level!
The license/"certificate" conversion is fairly easy, but you already have some type of US one already from doing your flying out of AZ?
But if not, you take your passport, certificates, logbooks, US medical etc into the local FAA office after scheduling an appointment, normally one or two days in advance. They will issue a Commercial certificate (limitation: not valid for commercial operations!), so now you can fly around and log any needed PIC flight time, probably under instruction. You then have to take the Commercial and 2 Instructor writtens, (and perhaps the Instrument written?). You probably already have all the required flight time, so it is just a matter of getting the needed flight and ground instruction in the needed subject areas. And an in-depth review of US regs/AIM, etc. (The Instructor rating was the hardest for me, with a 4-6 hours oral exam being typical.)
Take Commercial checkride. Take CFI checkride.
Look at faa.gov for FAR part 61 requirements for Commercial and Instructor in terms of flight times and subject areas.