An affidavit of support is generally filed by people applying for an immigrant petition. You are applying for a non-immigrant status, and a tourist visa at that. In such a case, you are not required to have an affidavit of support. In fact, you need to show proof that you do not intend to stay in the US, and an affidavit that shows that you have enough money to stay would not serve your case. Such a change from J to B is usually frowned upon and is hard to get, because you have to convince the USCIS of two things: 1- that you have a very good reason to stay a little longer as a tourist, and 2- that you are going to leave.
If you were European from a visa waiver country, it might be easier to just go to Canada and cross back as a tourist. But I guess you are not from a visa waiver country.