You basically need to go here: http://www.cic.gc.ca/english/information/offices/apply-where.asp#u and determine the Visa office for the USA (it is CPC-O)
As an Indian you will not be able to send your passport out of the country. So let the FSW process run it's course, and then when you finally get the passport request, ask them to give you the visa in the US i.e. maybe at Los Angeles. I have not reached this stage as yet, but I think they will do it.
Finally, there is a bit of ambiguity about the eligibility to apply from a country that is not your nationality. The above link mentions that you may apply from a "country where you have been legally admitted for at least one year."
Some people interpret this that on the date you apply, you should have a visa for at least one year in the future. If this is true with you, do not bother and go ahead and apply. If it is not, please ask in the forums before sending your application. I have personally seen different opinions on this subject.
