Can I change from a nonimmigrant to immigrant visa while in the USA? How?

You need to meet with an attorney regarding this. Generally speaking, it is possible in a case of a marriage with a US citizen.

Generally, if otherwise eligible, someone who entered the U.S. lawfully and with inspection such as with a nonimmigrant visa in the I category - may apply to "adjust status" in the U.S. to become a Lawful Permanent Resident (to get a "Green Card"). After one has been a Permanent Resident for five years (only three years for most people married to U.S. citizens), one may apply to become a naturalized U.S. citizen. It would be wise for you to consult with an immigration attorney who, after learning all of the relevant details about you, will be able to advise you about eligibilities, options and strategies to achieve your immigration-related goals.