If this is the first time you are traveling out of Kathmandu on H1-B visa then yes pls do get the so-called 'shram swikriti' from the Labor Department. While you can get away without it, be prepared to face harassment by the immigration officials at the airport who are out there to get 'ghus'. I wouldn't suggest to my worst enemy unless you know somebody working inside the airport that can help you.
I myself said what the heck but they pretty much made me run around from one place to another like crazy ... and all of them are bahuns ok .. no offense to bahuns but that's the truth. These people are suckers for money and the f&*ked up thing is that they will try to make u run around to desperation before saying they'll accept bribe. You know what one guy told me - he's like oh you are an engineer - you are such well-educated and have a good job - its only Rs 10000 for u. What the heck? I had only about Rs 1200 in my pocket after paying airport taxes and I said take it or leave it. Then once they took the money - he was like all nice and trying to make conversation - oh man .. ali laaz sharam bhanne hunu parcha ni ..
I heard that if u go to the labor department - you can get it done thru dalals by paying Rs. 1000-2000 .. make sure you go with a local who's got some experience dealing with dalals in government agencies. Don't try to do it yourself - you'll get nowhere and only waste your time.