if an american citizen is willing to sponsor somebody with F2 visa for a Nanny position, what is the process? Does she need to go out of US and reenter usa with different visa? or she can change her status without leaving US. Anybody there to share his/her experience or got any idea?

Please search for 'Au Pair' visa. I think that's the closest match.

Please note as of December 29th, 2006, that nationals from the following countries are NOT eligible for the au pair J-1 visa for the US. (This may change over time as au pair agencies establish representation in these countries):

Angola, Azerbaijan, Egypt, Eritrea, Ethiopia, Hong Kong, Indonesia, Iran, Iraq, Jamaica, Kazakhstan, Kyrgyzstan, Lebanon, Morocco, Namibia, *** NEPAL***, Nigeria, Pakistan, Saudi Arabia, Sri Lanka, Sudan, Tanzania, Trinidad & Tobago, Turkmenistan, Uganda, Vietnam, and Zimbabwe.

http://aupair-visa-usa.greataupair.com/