Now, IF you have a visa, you have to relinquish your I-94 form as you leave. It's that white piece of paper they staple into your passport when you arrive on a visa. I just checked, and this can be done at any FBO that regularly deals with international business flights - just ask Atlantic or Millionaire to send it in for you. If you can't find them near you, you need to visit a customs agent and give it to them.
The agent I spoke to was a little uncertain about if this was entirely necessary if your visa is valid for longer than your expected stay abroad, but I'd take the cautious route here and hand it in so the don't get any ideas when you return.