PLEASE URGENT HELP!! H4 AND F1 both at the same time!

[tatica25]

I have just returned to the american embassy and I was given my F1 visa. I was living in the US under an h4 dependant visa. But I noticed that they did not remove my H4 visa...Is this ok? Can you have both of these visas at the same time?? I really dont want to have problems during immigration

Please give me your thoughts!
Thanks
MJ