If you want to work at US, you need to find a job first and the company agrees to sponsor you before you can apply for job permit. Actually the company has to apply the permit for you.
Once the company submits the paper work, it takes about 4 to 6 weeks for the immigration office to process, they can deny you if your qualification does not match with the job requirement and it is very common.
These days most companies do not like to sponsor foreigners because it requires a lot of work. If you go to Monster.com, you will see some jobs particular say they do not sponsor H1 visa (that is working permit for foreigner.)