I was wondering the same thing, because I graduate in december and have found sooo many job listings in the US. I've decided not to go right away, but from what I researched, I'm pretty sure you do need a job first. I could be wrong, maybe there's just a period of time you can stay until you find a job or something, I'm not really sure. But for me, I would have to then apply, have the application looked over, and then go in for an interview (the closest place to interview from where I live is ohhhh about a 7 hour drive!). If your application AND interview is approved, you can get a visa. So that's how it works here in good ol' Canada
And I'm sure it wouldn't be too much different for you.