A visa is not the responsibility of the training institute or your employer BUT the passport holder - YOU.
A couple of years ago there was a Saudi guy who did his bi-annual without the appropriate visa (i assume he had a tourist visa). He was subsequently fined, deported and banned for life to return to the USA.
My suggestion is to take the training syllabus and see the nearest US embassy or just apply straight for a student visa. You don't want to go awry with the US immigration guys who, by some, are said to posses more direct power than the President - go figure.