I came into the US on a B2 visa. How do I change it to an L2?

[CanadianintheUS]

Hi,

My husband was transferred to the US from Canada on an L1 visa with his company. His legal department told me that all I would need to do would be to move here to the US with him, and file an I-765 in order to work. I'm starting to think this was not the best advice. I have applied for the I765, and now have the following problems:
1. I did not receive an I-94 when I crossed at the border. This was on April 1st before they started doing them electronically, so I can't get a copy
2. I crossed as a B2. Should I have had an L2 status BEFORE coming here?
3. Can I change my status from inside the US, or will I have to go back to Canada to file? I have found the I-539 form on the USCIS website to do this, however it clearly states that they want and I-94 in order to make the change.

Any help would be greatly appreciated!

Thanks!

[immihelp]

The best thing would be to go back to Canada and get L2 visa and then enter back into the US.