Changing status to a student visa could be tricky. F-1 students must demonstrate that they have "nonimmigrant intent." In most cases this means that you intend to return to your home country, which may not be possible if you have applied for political asylum. What is your current status? How did you come to the U.S.? Did your asylum denial put you back into your previous legal status, or will you be placed into a removal proceeding? Do yourself a favor and consult with an experienced and reputable immigration attorney.