More information is needed. One visa lottery will end on September 30, 2010. Another will start on October 1, 2010. We need to know when you received your DV Lottery notice of selection. Many who are chosen, lose. It is best to view yourself as a visa lottery finalist where a notice is sent. That way, if the number is not reached, you are a bit less upset.
There are risks to filing for adjustment. Once you indicate that you have immigrant intent, by filing for lawful permanent resident, you run the risk that if denied, a future extension of F-1 Student status can be denied, as well. The reason is that an F-1 visa is a non-immigrant visa, so an intention to immigrate through filing for an unsuccessful adjustment of status may result in a denied non-immigrant visa extension, among other possible outcomes.
I strongly recommend an appointment with a candid and experienced immigration attorney.
The above is general information and does not create an attorney client relationship.