In order to legally work in the United States, you must have authorization from the INS. This comes in the form of a visa, or a change to a legal status which permits employment. Employment visas are generally employer specific, in other words, you cannot change employers without reapplying for permission from the INS.
Generally, the first step is to find a job. All the employment based visas require evidence of a job offer before a request for an employment based visa can be submitted.