F1 -> H4

[jayks4]

I came to the US in July 2004 on an H-4 visa. I then changed my staus to F-1 and currently I'm on OPT. However i need to go to India in May and I'm planning to return on H-4 visa. Do I have to apply for a change of status to H-4 before leaving for India or is it enough that I go directly to the consulate to get my H-4 visa stamped?

Thanks a lot for your answers.