kabkaba is right. You have to enroll and complete at least a semester from the school that you got your visa through before you are ellegible to transfer to another school.
The school on your VISA is where you have to report to, irrespective of how many other Universities that you have been addmited to afterwards.
However if you do like another school, then you must go back to the consulate in your country and reapply for a visa/change of schools before leaving. If you can't do that, then you are bound to your previous school. Offcourse you must be aware that even this process comes with a risk, because you could get denied which would cancell your initial visa issuance, SO BE VERY CAREFUL.
Now on the other hand, some schools do not accept international students for transfer with less than a years work in the US and others do not accept international students starting spring semesters, while others require atleast 30 credits to be qualified for transfer scholarships. So it will really depend on the school that you are intending to transfer to.
So your best best is stay atleast a year, 2 semesters in your first school, complete 30 credits, and at the end of the spring semester start applying to schools you want to transfer to. Remeber you will have to go through the same process you went through with your first school, with submiting all the required documentation like evidence of sponsorship, bank statements, affidavits etc. depending on your schools requirement.
In all I have heard some international students say that "transfering schools while in the US seems more difficult for an international student than sticking it out at your initial school."
Good luck.