US immigration is very restrictive. In the vast majority of cases, you need an employer or a close relative (who is a citizen or has a green card) to sponsor you if you want to become a permanent resident, unless you can qualify for one of the exceptional categories that allow self-sponsorship like millionaire investor or extraordinary ability in the sciences or arts.
Or you if you feel very lucky, you could try for the diversity lottery, in which 50,000 green cards are given annually in a worldwide lottery. Yep, that's only 50,000 chosen out of the millions who apply. It is too late to apply for the 2010 lottery, but you could try for the 2011 one when they begin receiving applications (I believe October this year), since The Bahamas is one of the countries that qualifies.